It is almost certainly not the same. Glowforge is working with suppliers to source Proofgrade materials to their specifications for consistency. So even if what you find there is similar, it will not have the quality controls applied. For example, it is quite common for there to be knots or voids in the middle layer with common plywoods.
To directly answer your question, I believe all Proofgrade is currently finished.
None of this is to suggest you can’t use locally-sourced materials. Many people do that. If you search for paper transfer tape, you will find links to good masking material to apply to such to help prevent smoke staining.
Just be sure to have a digital caliper so you can accurately enter the material thickness. Many people will use the Proofgrade settings of a similar material as a base to experiment in finding good settings. Be aware that different lots of non-Proofgrade material may require changes to your settings.