I use ProtonUp-QT for downloading/installing various versions and it made by the same person behind Proton-GE. Great utility.

Official versions of Proton can be downloaded via Steam itself.

Go to the library, change the default "games" filter to "tools" (big button on the top left that doesn't look like a button), then search for "proton", select a version you want and click download, just like for any of your games

That being said, Valve could at the very least put a more informative error message, and preferably automate the download... which sjould be easy since the festure already exists for steam games, it's just a matter of extending it to non-steam ones

as for ProtonUP-QT, it's great and the best way to get GE-Proton and other 3rd-party compatibility layers... but I wouldn't trust it to always have the latest update for the official versions of proton... it might not be grabing these directly from Valve but from a copy, not sure which is the case, wereas the method I mentioned is the official one

Originally posted by Marlock:

That being said, Valve could at the very least put a more informative error message, and preferably automate the download... which sjould be easy since the festure already exists for steam games, it's just a matter of extending it to non-steam ones

This.

I'd like to remind that this OP is not about 3rd party Proton versions, this is about Steam actually not downloading its own proton versions for non-steam games, which seems like a bug.