And, to answer your question, no. The existence of a common API makes it trivial to change zero code and send requests to a different model.
OpenRouter does more than just proxying; they also aggregate providers for open-weight models, which has a stabilizing effect on pricing and gives you protection against a single provider's downtime.
the value of openrouter is it offers centralized billing. you can route your calls to any provider you want, test a whole bunch of models against each other, and you just get one bill from openrouter. switching to a new model, or a new provider of the same model, doesn't mean setting up a new billing account with a new provider.