I tried Snap, but unfortunately, MX isn't Snap friendly. However, your suggestion got me thinking about other portable-type options, so I tried downloading the Flatpak version. It worked just fine. Thanks for all the suggestions.
Having tried Flatpak, though, I've run into another problem. I'm a big fan of mods. Since I have multiple computers, I've always found it easier with 0 AD to download the mod once and drop it in the mods folder on each of my computers (it saves time). It's easy enough to do with a regular install of the game, but I can't for the life of me figure it out for the Flatpak version. Any suggestions?