Why is "proverse" yaw better than no yaw?
I would add that it depends on what you mean by "proverse yaw", and that vertical fin size is key.  

Proverse implies "too much" yaw in excess of the appropriate yaw rate for the angle of bank, which would be a skidding turn. That's bad.   If proverse just means an into-turn yaw rate that is appropriate for the bank, that's good.

Airplanes with spoilers-only for roll control suffer can suffer from "bad" proverse yaw in that sense, because the drag of the down-wing spoiler, with nothing sticking up on the opposite wing to offset it, pulls the nose into the turn too much, requiring out of turn rudder to keep coordinated flight (I've heard that the spoilers-only Mitsubishi MU-2 is like that).  But almost all airplanes have the opposite, adverse yaw, to one degree or another.

Anyway, what we want is a natural yaw rate that is appropriate to the bank angle so the tail naturally wants to stay lined up behind the nose in the air stream during the turn. Asymmetric drag effects of flight controls aside, the yaw rate you get in concert with bank to get a turn is a function of the vertical fin (and the rudder, to the extent that it's providing a passive fin-like effect, like with a hydraulic rudder, or a mechanical rudder with centering springs).  

It's basically a big weathervane.  If you had no fin/rudder, no weathervaning effect at all, you'd just skew sideways when you bank (even ignoring the dynamic yawing effects of the rolling action or asymmetric aileron drag, which make the slipping worse).  

You would think it's desirable to have a fin that can make the tail follow the nose immediately and precisely, when side slip occurs as a result of banking, so the bigger the vertical fin, the better.  But there's a problem with that.  To exploit the self-righting effect of dihedral, to give wings-level stability in roll, you need to have a little bit of side slip occur when the wings are banked, to create the self-righting lift differential.  

So you need a weathervane, but not too big a weathervane.  The sizing of the fin itself is a balancing act over the need for strong into-turn yaw, and for roll stability due to dihedral effect.  If the fin is too big, into-turn yaw is too strong and immediate; the airplane will immediately yaw (weathervane) into the turn with little or no initial side slip, and it will want to enter a spiral dive any time it's banked.  Vertical fin too small, and the weathervaning effect is too weak and the airplane hunts and slithers around in yaw too much.

There is a sweet spot for fin sizing that gives good "proverse" yaw to give a naturally coordinated turn that only needs bits of rudder to counteract adverse yaw while the ailerons are displaced, while still allowing just enough initial side slip to allow dihedral effect to apply its self-righting tendency when the airplane is banked slightly by a bump.