Wouldn’t it make sense if they did? Seems like a given.
Corvus Glaive and Ebony Maw can both help KO opponents faster and boost one of Thanos strong colors. Cull Obsidian boosts the third, though he is more defensive. Proxima can make strike tiles which also help KO a character faster, though she boosts a color that’s useless to Thanos. So there is some synergy there.
On the other hand, they don’t really do anything while Thanos is around that we see. He sends them out on separate missions. So I am not sure he would benefit more than anyone else from their presence.
The fortification perk that Corvus has is useful for keeping a Thanos purple or green countdown on the board.