Proton-cachyos was orphaned for you if you installed it through the cachyos-gaming-meta package:
This is a danger of using the cachy-update application if you don’t understand what orphans are or why they happen.
What orphans are not: Software that is no longer used for anything.
What orphans are: Software installed as a dependency but nothing on the system is claiming them as one anymore.
The solution here would be to carefully review the different steps of the update tool’s process. It is admittedly rare for you to actually still need orphaned software(and should then be changed to an “explicit” install instead of “dependency”) but as you can see it is possible.
An addendum: I think it was a boneheaded decision to remove proton-cachyos from the gaming meta package without any announcement whatsoever.