Many games with native Linux support don't work very well even when they superficially seem to.
I play 7 days to die, and the gas flames graphic doesn't work so they are completely invisible, so you walk right into them and die.
The Proton version however, everything works.
Same with divinity original sin enhanced edition, in the linux version left alt button doesn't work to show items that can be picked up, and it can't be remapped?
Again in Proton everything works perfectly fine.

I think all in all, it's more than 50% of games with linux support that work better with Proton!?