Oh dear. A regular occurrence with THE FINALS after updates, as it's causing various problems with it kicking Linux players at the moment.
It might happen right away, it might take a few matches, but there's masses of reports from players on Linux / SteamOS and Steam Deck seeing error screens. The developers at Embark Studios have confirmed in their Discord that they're aware, and they're working on the problem as they've reached out to Proton developers and Easy Anti-Cheat developers about it.
Embark developer tvandijck on their Security team made it clear in their Discord that "I want to play on SteamDeck.. I am part of the security team, and so whatever we build... will work on steam deck" but hiccups like this will happen, since the Linux / Proton community is "less then 1% of our players".
So hopefully THE FINALS will be working properly again on Linux systems sometime soon but for now you'll have to sit tight and wait.
In my testing earlier it wouldn't even launch at all with Proton 9, but did run with Proton Experimental. At least until you see the issue where you get kicked.
Additionally, in the announcement for the 7.9 update on Steam, they confirmed Denuvo Anti Cheat is also in testing, with it potentially rolling out next season on Steam but with that "Compatibility with SteamDeck and Proton has been tested as well, and we are still committed to serving that part of our community".
For more info on various games on Linux / SteamOS and Steam Deck with anti-cheat keep an eye on our dedicated page.