iPhone 8 proximity sensor not working after display switch
No, you don’t need to take any further steps. There are no additional settings for the proximity-sensor. I see only this steps to repaire your sensor:

Restarting your iPhone
Trie to restoring from a backup
Trie to restoring to factory-settings
The proximity-sensor is malfunction (already delivered defective, or by assembling), so change the display again with a new one

If no step is helpful, I would advise to contact the apple support and make a appointment to show the iPhone bug.