For Steam Deck go to the Desktop Mode by pressing Steam -> Power -> Switch to Desktop Mode

Look for the Discover Store, It should be on the Taskbar by Default

Once you have opened it Search for "ProtonUp"

There should be a result for ProtonUp-QT
Click on it, then Click Install

Open ProtonUp-QT with the Launch button

Click "Add version"

Make sure its on GE-Proton, Find and Select GE-Proton 9-12, Now Click Install

Once the Install is finished GE-Proton 9-12 will appear in the list of the App
You may now return to the Gaming Mode on Steam Deck

Back in Gaming Mode. Find Riddle Joker in your library. Press the Settings Cog -> Properties, Head to Compatibility.

"Force the use of a Specific Steam Play compatibility tool"
GE-Proton 9-12

Once that is done you can back out of that section

Open Riddle Joker

Once it is done you are all set!

No launch commands or heavy tinkering required.

If you have completed a character route, to verify if it works, try going into Extra -> Scene Replay -> Movie, then click on any available video; if it plays, then it works.

Please leave a like if this worked for you!

(Credit to CreeperofDoom & R1kaB3rN for providing the fix)