My personal opinion follows.No.
Yes, if "all the proofs" means all the proofs as presented in a specific course on a specific subject, such as analysis or algebra. However, even in a specific context not all proofs need to be studied on the first reading. Also, re-reading a proof (or trying to re-create it yourself) helps progressive understanding of that proof and its context.
Yes, in my view, mathematics (pure, applied, it does not matter) is ultimately about proof. However, the motivation behind formulating and proving certain (sequences of) statements is often different for pure and applied mathematicians.
No, not in general, certainly not when starting. For physics, calculation and physical interpretation are probably more important. With that being said, there is of course a lot of cross fertilization between physics and mathematics.