I believe so, although there have been
unofficial reports from users who've seen the problem on the iPhone 3G, so I wouldn't be surprised if that might extend to the 3GS as well. After all, it was a software update that fixed the problem, which means it is technically possible that this issue branched down to the 3G and 3GS too.
Unfortunately, I sold my 3GS in order to help subsidize the purchase of my iPhone 4, so I don't have any way to really confirm that for you.
Are you looking into getting a 3GS to replace the iPhone 4 you got rid of
specifically because of the proximity sensor issue you had with your iPhone 4?