I’m having the exact same issue! Game works perfectly on Linux (ignoring the actual game’s bugs) but photo mode doesn’t actually save the photos.
I’m guessing it’s to do with just how Proton (Wine) works, and the game struggling with that even under the gise of translation. For the time being I just hide the UI and take a normal screenshot (F12) then if I’m using it as a wallpaper I crop it down; there are usually black bars either side of the image since I use a 21:9 monitor.
There’s a console command to hide it outside of photo mode too, I can’t recall it off the top of my head but could come in useful.