My impression is the exact opposite. A native version would have to be actively maintained by the developer, and if they're not that interested the native version is likely to have more bugs, lag behind in development, not receive the latest updates, or even stop working altogether. If it's running on Proton, it's out of the devs hands, and it's either Valve or gamers maintaining the right configuration to get the best experience.
At least that's my very limited experience with linux gaming. I started only a couple of weeks ago, but so far, everything works incredibly well.