If you imagine you had several digital cameras, each with a different sensor, and you were doing some kind of similar calibration exercise, then each would need an individual test
So, for the very very pick(er)y, you'd need to do an individual proper proof test for each film.
In practice, unless you are using films with radically different film base plus fog levels, it probably doesn't matter much. I suspect that different films would come out much the same, but I've not done the test. In any case, it's not onerous.
The purpose of the Proper Proof is to establish that your exposures are consistent and give you a good idea of any controls you may need to apply in the printing. It will give you an idea of the level of contrast too, so that next time, if necessary, you can adjust it. It's a once-only measurement, establishing a repeatable standard height, aperture and time. Development and paper grade should be standardised too, of course.
We are all human, so a Proper Proof might reveal that we need to make another proof to compensate for any inadvertent deviations from the One True Exposure.
Were you proposing to use several kinds of film?