This is true, but needs a caveat: a lot of work has gone into improving Mesa and the rest of the Linux graphics stack recently and it's now pretty much caught up (performance-wise) to the proprietary AMD drivers. However, that's only happened in the past 6 months or so, so if you're not using a rolling-release distro like Arch or Gentoo you might still be better off with the proprietary drivers until your distro catches up.