Here’s a snippet from the site:

Linux change we forgot to call out in the new client: removing non-Steam apps now properly removes all related files like shader caches and compatibility data (which would previously be left as ‘other’ storage space)

In order to run windows games in Linux, the Proton compatibility layer creates a faux windows directory in a folder called “compatdata” in which the game files can refer to each other and the save files. Separately, it also creates shader caches in another folder that are used to help prevent stutters by precalculating assets. This is the same for steam and non-steam games. When steam games are uninstalled, those folders and files were deleted as well. Until this update, they were not automatically deleted for non-steam games, you had to go and do it manually to free up that harddrive space.