When multiple files are involved, and if these are ideally located on different physical spindles on the underlying disk subsystem, then a rather nicely performing data striping can be achieved for the database. If proportional fill kicks in and starts to focus on files with more free space then you may get hot spots for those files. However nowadays with auto-tiering SAN’s, SSD and (abstracted) cloud storage (for IaaS deployments) this is beginning to matter less and less.
This is a good introduction to proportional fill, including what happens when you add files later. If you are counting on proportional fill, it’s a good idea to make sure all files are the same size and grow them all at once.