Also what do you mean as "runs better"? As in "better performance" or "better compatibility"? I'll give you one answer for each question, but off course its not the only one. Other cases may have another explanation why the Proton version runs better. This is a complicated topic which cannot have a generalized answer for all games.

• For performance: Developers focus on the Windows version and may not be very talented at Linux development or environments. So optimizing the Windows build by the devs will obviously make that version better. Plus optimizations and some trickery from Valve (and off course others) in Proton might also help, that is not affecting the Linux native build.
• For compatibility: Proton does a better job at providing an environment that is the same each time the game is installed. Linux native changes too much and too often and differs a lot per distribution. At least that is what I think, not sure if that is even correct.