If Mega Man was going to be the idiot in the comic, it only made sense to make Proto Man the polar opposite: the cool, confident, experienced warrior. Taking on a monster three times your size, a task few would dare attempt, definitely fits that bill.
Also, this is one of the few times I ever used Proto Man's "charging" sprites. Awfully nice of the Yellow Demon to simply stand there while Proto Man gets Roll out of the way, don't you think?
Note that Proto Man, while confident, is not planning on trying to defeat the Yellow Demon all by himself. Instead, he plans to merely delay the Yellow Demon long enough that reinforcements can arrive to help. One of the most important things I wanted to express about Proto Man is that while cool and confident, he's not above requesting help when he knows he's going to need it, as in this case. It takes a special kind of person to know his limitations, and apparently taking on a Yellow Demon single-handedly is beyond Proto Man's. Or, at the very least, Proto Man is man enough to ask for help just in case.