Where is the game data stored on linux ?

I've installed the game with Proton and it runs great, even faster than native, however I can't seem to find my game data like home cities and screenshots. I do have folders in ~/Documents/MyGames/Age of Empires 3 but they are all empty.
Surely this data must be somewhere since my home cities aren't reset each time I launch the game.
I couldnt find them in the game files (i mean the ones with the binaries and everything) either.

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Did anybody have the same problem ?