"I realize if I go to the directory where the game is stored, I can run the game."
so a temporary fix, to shorten the explanations:
you can always make a 'launcher'(shortcut), that simply executes the following command:
sh -c "cd path/to/Dir/from-/home; exec /path/to/dir/executable"
i dont have shadowgrounds but just to illustrate an -example:
sh -c "cd Shadowrounds; exec /home/gforum/Shadowgrounds/Shadowgrounds"
this in a situation where the "Shadowgrounds" executable is in the Shadowgrounds folder, inside you HOME directory.