I expect that others will add more, but the unfortunate reality is that counterintuitively, games running on proton often run and work better than Linux native builds. I don't fully understand why, but ironically demanding Linux native builds as they presently exist would be a step backward. To answer your original question: no, this doesn't make anything Linux dependent on anything Windows. Maybe proton is somewhat dependent upon presently existing things in Windows, but proton is the only thing that would break if Windows somehow radically altered the basics of Windows (but I think that would also break backwards compatibility with older Windows software)