I use fcitx-mocz in order to type Japanese. I used to be using ibus-anthy and also had this issue. In a game, the input mode is always Romaji(Roman Characters) and I am unable to type Japanese Characters, Hiragana/Katakana/Kanji. It makes it hard for me to communicate with other players on the Japanese Servers on Final Fantasy XIV. It is not the only game, but the one where it is the most essential. fcitx is my preferred way, but if you have an other way of being able to do so, I am okay with switching to something else.
Edit: It works with wine games such as WOW and native games, the issue is only with proton games.
Exactly I have this issue with any proton games, my Japanese IME does not turn on. I press my keybind and nothing happens it keeps typing roman characters instead of allowing me to type Japanese characters like hiragana.