So is that a statistic or an anecdote? Because my anecdote is, nearly all the games I play are native, and I never have any problems. When I have problems it's nearly always with a Proton game not working, even though I play far fewer Proton games. Although lately my main annoyance is for some reason my Dosbox Steam games are just not starting at all. I haven't played MOO2 in ages now because of that.
So I'd be wary of this kind of generalization. We both have anecdotes pointing in different directions, but I doubt either of us have data.

You can go to any gaming-based forum with some Linux users and you will always see many people say that they've had issues with native games that were solved by switching to the Proton version.
Last Epoch, TW Warhammer (the Feral versions just performs straight up worse, is months behind thus destroying mod support, etc. ), tons of Adventure Maker games (or Adventure Studio? You know, the one everyone and their mum use to create point & click games) have severe issues on Linux especially with windowing and input, Ark, Rust; and the list goes on and on.

That's not anecdotal but confirmed by all the error reports you see for issues and the suggested solution 9/10 times being "switch to Proton".
It is also confirmed by devs shutting down their Linux version because they don't want to deal with the Linux-specific issues (meaning they did have enough of those to be bothersome).
"Works for me" is always anecdotal and no argument when obviously lots of people are having issues.


Funny enough, one thread I've seen throughout all of this is that often the issue isn't actually in the stuff related to graphics (which is arguably the main focus of the work being done on Proton, dxvk, etc), but in the native libraries used for windowing & window refreshing, input, etc.
Surprisingly often, it comes down to usage of ancient SDL1 (which, please devs, just don't. Ever.).
So switching to Proton will solve the issues not because of some graphical bug, but because the native libraries used for the native Linux version are, frankly, crap - or outdated.

There are undeniably lots of cases where it does not work well for people - and then Proton becomes an option.
The other way around just doesn't happen because if Proton is the default already, there IS no native version to switch to.

When you look at ProtonDB and the games that are reported to not work there, they are overwhelmingly of the multiplayer variant. That's probably 70-80% of the less than 10% of games that are reported as worse than Silver - and we all know the issues there are not Linux, but devs opting for the blunt hammer to their cheating issues.

In other words, the chance that your (non-MP) game will work fine on Proton is way over 90%.
The chance that the native version will work just fine? Hard to say without official data (which I doubt anyone has), but given the amount of reports and sentiments you generally see, I doubt it is better than the Proton stats.

Of course I wouldn't recommend going for Proton straight away if there is a native Linux version - because most likely that will work just fine and it will also perform better in that case.
But the approach to just switch to Proton always to get a higher chance at having no issues at all seems at least understandable to me.