Sorry. I need to write a guide for gemrb. I tested BG1 and BG2 windows installations. So there is the possibility your linux install does not run out of the box.
Please post /tmp/runcommand.log so i can see if there is a problem with your file location or config file (/opt/retropie/configs/Baldurs Gate/GemRB.cfg). You could also google if nativ linux install data needs a deviant GemRB.cfg. There is a old gemrb thread you could take a look as well: