There will be performance improvements if users go to the applications directly rather than going via the application portal.
This is because the application portal is served by the STS and then displayed to the user via the proxy, if users are going directly to the application then the STS (and in turn the proxy) do not then serve up the application portal.
You can always take a fiddler, or a browser diagnostics, capture to see how much bandwidth etc is used up by the application portal by navigating to it.
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