Mutual inductive coupling and proximity effects
No, the proximity effect causes current crowding in the conductors.  The effect of this is to increase the AC resistance of the conductors.  You can see the effect in Dowell's curves for AC resistance (normalized) vs. number of layers of conductors wound on a bobbin or core: (From here.)

Mutual inductive coupling may influence the current distribution in adjacent conductors, but its main effect is inducing an EMF in the conductor. You can have different amounts of inductive coupling and independently different amounts of proximity effect induced AC resistance increase depending on geometry.  So they are not the same effect.