Yes and no. No, because sometimes Windows cannot be reasonably substituted, to no fault to the user. The usual suspects, multiplayer games, some software, when you need complete interoperability, etc.
By the way, that 95% is lower actually. If you count ProtonDB's Plat + Gold for the top 1000 played games on Steam, it's 81%. For plat+gold+silver, it's 89%.