I'm running PoE on a Debian GNU/Linux machine, so I can't execute Pillars.exe as an admin. XD
But, I think it's a Steam Client Bug, after a lot of search i found this: https://github.com/ValveSoftware/steam-for-linux/issues/4319
Apparently, the linux steam client (32bit) or some 32bit lib it depends is broking the startup of 64bit games, I installed Torchlight II to test and it also does not start.
The workaround suggested in the github, start steam with the command:
LD_PRELOAD='/usr/$LIB/libasound.so.2 '${LD_PRELOAD} steam
worked for me.
Anyway, thanks again, for the rapid response. And sorry for posting a bug not related to the game in the forums, as far as I knew the problem was only affecting the PoE, and I searched a lot in the web before without any results.