Personally I prefer adding non steam game option. Or better yet, using nonsteamlaunchers to manage all my third party titles under one prefix.
But the point of lutris is to give you more control over where you prefix is, manage your proton version, custom scripts, intall dependencies, and one click installs for most launchers and games that may require workarounds.
That's kind of a basic summary of it, someone else may be able to go into more depth, I haven't used lutris in quite some time.
I still haven't found my favorite way to manage 3rd party games. Heroic seems to be more solid than others but only supports GOG and Epic.
Lutris is very hit or miss for me. It's been useful for some games in my Amazon library.
I've also tried Bottles and it seems overcomplicated unless there was something that I was missing. It might be useful for certain use cases, but may not be necessary.
I don't know why but Lutris has been consistently dependable at installing and launching gog games but installing them via heroic launcher has been hit or miss where it says it can't locate the install folder. Maybe I mishandled the mounting of the SD card but Lutris has been a simple way to install more gog games from my library so that's why I use it more than adding each non steam game one at a time.