Why is it so damn complicated?

Because you are trying to run a WINDOWS game on Linux. Literally a completely different OS from the one it is designed for.

Tools like WINE, Proton and Lutris make this easiers, to the point where lots of games run under Proton in steam with no messing about at all.

Elite Dangerous is not one of them - the Gold rating on ProtonDB is far too generous https://www.protondb.com/app/359320

Its not your fault, or the games fault, or Proton's fault - its the zealots who lie to new users claiming that Linux gaming is flawless and only a handful of games don't run because of some evil scheme by the publishers.

The truth is, you CAN game on Linux, but you if you want every game to work with no hassle, stay on Windows.