I guess there's licensing issues for steam/proton to distribute the proprietary codecs?

Bingo. Theyve been making great strides on that front, but since KH isnt released on steam, Valve efforts have been only indirectly helpful to fix it.

It has been baby steps for now: Cutscenes used to crash the game, then they played but without video nor audio, just black screen until the game resumes. Now we can hear its audio. At one point video will work. No idea when, but it will.

Did a quick search, have you seen this?.

I appreciate your help, though that tutorial is more geared towards teaching how to use Lutris in order to play the game. In that same guide you can see my issue:

Also, (...) rename every EPIC folder into EPIC.bak. You'll be able to avoid the unplayable cutscenes that way.

The EPIC folder is where the FMVs are. Deleting the folder grants the same result: you can play the game without FMV cutscenes. It does the job, but i want the full experience.

I could emulate some of the original games for ps2, but i prefer to wait until the pc ports work. Because they will at some point.