These ports are also not usually source ports, so they're not much "more native" than the Proton ports. They often use the same kind of API translation layer, probably also built on WINE. I think as Proton sees more investment and becomes more advanced, it's probably becoming difficult for competing compatibility layers to keep up.
A source port that is optimized as lovingly as its Windows counterpart will probably be faster than the Windows version running via Proton, but the incentives aren't generally there to justify the costs/difficulties. Maybe some day it will be! That would be wonderful.
But until then, Proton seems like an increasingly compelling option for these compatibility layer-based ports of Windows games.