I'm gonna say Valheim, even though the native version doesn't respect your default audio device so it can end up outputting sound to the wrong device at startup, which you can then correct using a volume mixer.
That's the reason why I still play the Windows version via Proton though.
But you were asking for my favorite game with a native Linux port, not for the game with the best Linux port :D
Weirdly, years ago when I last played it, I had to use proton because of performance problems. I have it in the backlog for for quite some time again already and hope I can use it natively with all its glory in 4k now.