Are you sure that Steam is uninstalled completely from your filesystem. Steam creates a “.steam” user directory and leftover data in the directory may be conflicting with the flatpak. Delete it if it exists and then try restarting your computer. The flatpak version of steam sandboxes the .steam directory.
As always, Steam is proprietary software and doesn’t bother to follow freedesktop standards. The support I can give can only go so far. GOG is always a better solution as it can be used with a libre client like Heroic Games Launcher or Lutris without DRM or invasive anti features. You do not need Steam to leverage Valve’s contributions with Proton and Vulkan.
I’m not familiar with warp+ but having used Mullvad VPN with most distributions I’d say to see if it supports OpenVPN or Wireguard configurations. That way you can talk directly to NetworkManager or the respective vpn program.
Perhaps Fedora does not have a unique package dependency that Ubuntu has since Fedora is heavily oriented toward systemD and selinux for most system tasks that may be handled by different packages on Ubuntu/Debian distributions. Warp+ may be designed in a way that only expects a ubuntu/debian derivative distro.
I’d try consulting cloudflare customer support for more guidance and to see if they can replicate the issue on their end.