You're not doing anything wrong, I'm afraid the reason it isn't working is that gamescope doesn't support proper downsampling. There's a work in progress version with good-quality downsamping at https://github.com/ValveSoftware/gamescope/pull/740 but that patch will only be merged at the discretion of the maintainer (Valve and their contractors).
I've compiled a version which should work on your machine with that patch (copy it to /usr/local/bin and Lutris should pick it up). If you press (super/windows key)+k while the game's running it should toggle the downsampling filter.
Spoiler
Nicely anti-aliased example (UI text will be a bit soft, but that's unavoidable without native in-game SSAA):
