It's more of an issue with torrent seeding. You need to be able to accept incoming connections to seed, so you need a VPN/router to allow incoming traffic to a certain port to reach your torrent client.
So, not a problem for leeching, but if you are trying to meet ratio requirements, could be a big problem.
Proton is amazing, but it's entirely overhead translating library/system calls to Linux. It's accurate to say they run better on SteamOS, not to say Proton is making it run better.
Now maybe Proton makes them run better than a janky but native Linux port, but that's a separate statement about games being better optimized on Windows.