First off, I'd recommend you use the nvidia-dkms package, because that can make upgrading kernels easier. Second, let me explain the hierarchy of GUIs on Linux. At the base level, you have the display server. In your case, you are using the X11 display server. The display server is at a very low level, and only handles the rendering of content. The three prominent display servers are X11 and Wayland. The second tier is the window manager. It's pretty much essential, and it lets you move around windows, stack them, etc. You're using i3. The third tier is desktop environment. The desktop environment is completely optional, and it controls things like taskbars, start menus, and system trays. DEs are not needed for computer use, but they can make things like customization easier.
In your case, I don't believe your issue is with your window manager or display server, I believe it is with Steam or Proton. What game are you trying to play? Some games aren't able to be compatible with Proton, unfortunately.
Edit: A few corrections that I just thought of. First off, the display server doesn't "just" handle rendering things. It handles input, and communicates to Linux, which will tell the hardware what to render. Second, I didn't explicitly mention this, but I thought that I should, a desktop environment still relies on a window manager for handling windows, it just adds functionality. Also note I wrote this reply partially in response to another commend, so sorry if I yapped a bit too much.