In my experience, you'll export your finished movie from your original media if you have render them as proxy or optimize files.
Otherwise, the differences between optimize and proxy files are 1.file and frame size 2.optimize files can let us operate better and more exact color correcting result than proxy files.
FYI, here's the page in the help manual that describes optimized and proxy files:
Note, these are only used during playback, and not during export. You control which to use in the playback preferences.