The problem is really that space is an argument separator, so to safely handle filenames with spaces you need to handle them special, either by escaping them, quoting the entire thing. This means that the filename with spaces can't be just copy pasted wherever you want, you have handle them special. It adds complications that are resolved by just using a separator that isnt used for other things, like underscore, or dash. Dot I also don't like as much as it's used as a separator for extensions, but that's a far easier problem to handle by just ignoring all but the last dot, leaving only one really bad edge case (a file that does not have an extension, that uses dot separator in its filename having the filesystem imply a wrong extension.
Even for games only released for Windows, with proton most of them work, its games with hardware tied intrusive DRM that are most of the ones that have any issue, and honestly, I have no issue boycotting that shit