It appears to be an issue with the Steam Client software and I have found the following seams to work around the issue. Navigate in Windows Explorer to where Steam installs the DOS2.

*:\Program Files (x86)\SteamLibrary\SteamApps\common\Divinity Original Sin 2\bin\

At the above listed location, locate the executable EoCApp.exe. This file is the executable to launch the game. Right click on that file and from the popup menu select the option [Sendto] -> [Desktop]. A shortcut will be created on your desktop. Double click the new shortcut and the game instantly starts without the error message. I hope this helps!