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I mean...Linux now has a good, mainlined NTFS driver. Sure you could use exfat, but even if you don't plan ahead NTFS works fine nowadays
There were a lot of problems getting proton to work on NTFS, but that's only because the COMPATDATA directory must not be located on NTFS. Worked fine the moment you symlinked COMPATDATA to your ext4 drive.
There was a time, where this problem got discussed almost weekly on reddit.
yeah, those were the days I got into Linux gaming and I was dual booting with steam games on ntfs partition. Pain, only pain
The problem is that the way NTFS works will not allow you to do symlinks and there are some permissions issues.
There are some workarounds but these might still cause issues.
My experience with hasn't been good, as it failed to read some files properly, while ntfs-3g can read them just fine.