I'd say it really depends on the game. But generally: yes.

To be clear Proton translates DX API calls to Vulkan so it works at all under Linux. But dxvk (directx to vulkan) is also a thing on Windows and can improve performance. Mostly because DX11 and older versions tended to be a lot more CPU bound. Prominent example would be GTA4 which to this date runs like ass out of the box even on the most potent gaming hardware. With dxvk it gets a lot better.

With that said i came across a few games over the years which just had a shitty or broken Vulkan implementation and using/translating DX was just better.

But if you really care, just try it out? Be sure to have some kind of performance overlay open like the Steam one or MangoHud. Play the game a few minutes with Vulkan and a few minutes with DX11. Maybe you see a bit more FPS, less utilization/powerdraw, better 1% lows, less stuttering, etc. Maybe its insignificant. Hard to tell beforehand without testing. But if you dont see or feel an issue in the first place you also could just ignore the technical specifics and just play the game.