Games can do that and some do, but mostly they run like on any other PC with their default settings, or sometimes they try to guess the initial settings based on the hardware spec (like texture quality based on amount of VRAM)
There is a Decky Plugin called ProtonDB Badges which links to the games ProtonDB entry and people tend to document the settings that worked for them there. Might be worth a look.
As far as I can tell that plugin is currently not in the Decky Plugin Store because the Dev didn't properly maintain it. Though I've read the developer is working on a new version.
Ah bummer. Thanks for the info. Hopefully it comes back - I used it to set up a bunch of games that. As is tradition, I haven’t played any of the games I setup lol