If you're playing through Steam, you can set Steam to offline mode. (Steam menu > Go Offline)
You can also just disconnect from the internet in Linux by clicking on the wifi/ethernet icon in the system tray.
For the two options above, I think you can reconnect after the internet check at the main menu is done.
There's also another way described
here involving some terminal commands. I tried this in the past but I couldn't get it to work properly with Heroic. Heroic would constantly try to reconnect and then take my internet down after a few tries.