It's probably because DXVK, the DirectX-to-Vulkan translation layer, is optimizing some poorly-made graphics code on CP's end.
I have to agree with you. This can usually be tested with notoriously bad PC ports, too. My favorite is GTA IV, as Rockstar really flubbed the DX implementation, and it's what first showed me just how egregious the performance difference is between Windows and Proton in certain scenarios. Under Windows, I'd be lucky to pull 30 to 45 frames with mid to low settings running at 720p. With Proton and DXVK, I can play with ultra settings at 1080p, and it'll never dip below 55 frames.
For extra context, this was all on a mid-2015 MacBook Pro with an AMD GPU. Under Windows (10 installed through Bootcamp), I used "custom" AMD drivers, as the ones provided by Bootcamp were severely dated. This was necessary to even get the performance I mentioned above. I also used Afterburner with Mac's Fan Control to squeeze out a tiny boost. This machine easily triggers thermal throttling, so any overclocking usually leads to negligible differences. I never applied any under Linux, though, I did install a fan control daemon to help with the throttling. It should also be noted that I used the Xanmod kernel, because it has fsync and esync support. I may not have gotten the same performance with the stock kernel, and this is something important to know if somebody's new to Linux. The kernel you use will largely determine the performance you see, and they vary from distro to distro. This article doesn't go into detail about what tweaks and mods the tester may have put in place, but I'm not familiar with the distro they tested on, either, and it sounds like it has gaming in mind. I just don't want people to read this article, think they can slap Ubuntu on something, and expect to see similar results. This leads to them just going back to Windows.