Yes, in most cases, more vacuum is better.
Some prosthetists have reported that too much vacuum in an elevated vacuum socket causes discomfort and "pulling" and too little fails to provide linkage between the socket and the residual limb. The argument goes that there is a "sweet spot" at around 10"Hg. One set of pump instructions even recommends "only enough to suspend the socket". This is not a good reference since actually the the socket can be suspended with no vaccum at all using just the sealing sleeve. The goal is to achieve the best possible linkage, which is achieved with maximum possible vacuum.
Experience suggests that, just as in traditional suction sockets, discomfort and pulling occurs when there is lack of total contact or a lack of even socket pressures. If the fit of the socket is correct, the vacuum can be much higher and the linkage much better. I suggest that, if there is pulling and discomfort, check the socket fit distally BEFORE simply having the patient use less vacuum. The exceptions would be with invaginated and severe scarring and adhesions where vacuum may intially have to be reduced.