I did a bit of research on this, and from what I can tell- the answer to both lairs and covens is no. Here's why.
First, a hag coven is when one of each kind of hag get together, and is gives them each an enhanced spell list, which they can use as 12th level spellcasters, but if any one falls, the others lose this power bonus. In this case, the CR increase is to show how much more powerful the hags will be together with that high of a spellcasting level. As this is an effect of the Hags power together, instead of a leveled-up hag, this does not increase their proficiency bonus, and this reasoning is backed up by the fact that each hag has a coven variant on dnd beyond, and if you look them, for example the afore mentioned green hag's both regular and coven forms, none of their stats have changed other than their spell list and CR.
Now, when we look at lair bonuses, it is because when a monster is in it's lair it has lair actions that make it harder to fight. Now this, like for the hags, is a higher CR to represent a harder fight, not necessarily a leveling-up of the monster, especially since in this case the monster isn't getting any stronger, it just has the home-field advantage if you will. Because of this, like for the hags coven, these CR increases do not increase proficiency bonus.