Steam is immutable (you cannot change the system, think something like Android) you download apps that have somewhat isolation with the flatpak format which is open source.

On normal systems the packages are installed through a package manager from repos that the OS is hosting, usually. Most people prefer this way as flatpaks may not have all the necessary rights to run the apps completely as expected out of the box. (Firefox did not stop the screen from going to sleep for me when I was watching videos and permission changes made the app unable to start.) That was my experience.

There is also snap which pretty much gets all the hate in the world and the only good think that I have heard about is the seamless installation and updates for nextcloud. IIRC the server is not open source and is linked to canonical.

Also, they made the Firefox packages only available as snap on Ubuntu which you cannot expect anyone to like since they also removed the choice. (Apt install Firefox which is the package manager still installed the snap package)

The proton app, I supposed, it’s not trusted because it is not published on flathub.org by proton themselves. Which is fair to assume something like that, but the app is widely used so one can assume that is safe. I however, like to stay on the safe side.

On steam OS it would be best to install apps from the default source to avoid any issues. Also note, that VPNs may not be welcome on some online games.

That is it from me. Please note that I am just a casual user and an internet stranger, take any advise regarding your OS with a grain of salt. Especially if someone suggests to run commands on the terminal. :)