So, I bought and installed Rogue Legacy 2 from the Epic Store (because coupon). Launched it, got the Cellar Door splash screen, got the message "Epic Online Store failed to initialize," hit the OK button which immediately closed the game. There's nothing else to interact with, reinstall didn't fix it, and I can't find any info for Epic's version (I tried steam forum fixes, none worked). Anyone got anything?

I've had issues with the Epic Store where cache was corrupted but it didn't give problems like that.

Anyways you could try deleting the contents of this folder:

C:\Users\[username]\AppData\Local\EpicGamesLauncher\Saved\webcache

Otherwise try starting the game offline because it sounds like a DRM/activation issue? Those really suck.

Their latest hotfix solved the issue.