So I found a work around using Heroic Games Launcher.
What you need to do is go to the “Other” section add the “EpicInstaller.exe” as a game and install it through Heroic.
Then you need to add the “EpicGamesLauncher.exe” as a game and install Unreal through there, then you should have access to all the features.
Finding the “EpicGamesLauncher.exe” is a little convoluted, but it should look something like this /home/“PCName”/Games/Heroic/Prefixes/default/“Title”/drive_c/Program Files (x86)/Epic Games/Launcher/Portal/Binaries/EpicGamesLauncher.exe
Then from there you should be able to run Unreal and Epic will be able to install assets to Unreal Engine. I haven’t found a way to run Unreal natively and have Epic be able to install assets, but I haven’t found any issues besides maybe performance. It may differ for you, but I needed to make sure Proton was set to “experimental” to get Epic Launcher to work properly.
Another work around so you could download assets would be to do this to download the assets, and then manually move the assets to your native Linux folders, and then run the Native version Unreal Engine.