GoG install scripts are actually community-submitted and not actively maintained. You might have some luck with Lutris or WINE. Sometimes, Bottles or even PlayOnLinux are compatible.

lutris.net/games/jazz-jackrabbit/

It’s a headache, and a loooot of googling, trying to get games to run. But with Proton’s introduction, it’s gotten a lot easier to get things to run without pulling out wads of hair.

But you’re right, if the app is non-native? Have fun breaking out the thumbscrews, because ya better like pain. 😂