That’s probably not it, but in Linux the case of filenames matter. The standard folder for Heroic installs is ~/Games/Heroic and not /games/heroic. Make sure you are looking in the right folder.

~ means your home folder, so on the Steam Deck that would be /home/deck.

A slash / at the beginning indicates your system drive. While it is not impossible to configure Heroic to install games there I doubt this is the case unless you know what you are doing.