Jane, I'm not much of a "dress" person...almost always wear slacks or shorts...but I have been thinking recently about what I'd want to do if I ever decided to wear a "dressy" skirt or dress. For me, I think I'd be more concerned about the shoes I'd need to wear than I would be the dress itself. I have a ton of requirements for my shoes...for a "casual" dress, I'd be fine with my usual orthopedic tie oxfords, but that just sounds so incongruous with a "dressy" outfit.
My last time at a formal event I was still a very new amputee and was wearing a cosmesis on my leg...my dress was fairly plain, so my plain shoes were OK and my leg was more-or-less inconspicuous. I was fine with that. I think I'd also be OK with a plain short dress, my plain shoes, and my current uncovered prosthesis.
But now, like you, I'm wearing a "naked" leg, which I truly love and do not want to cover up. However, a really formal, dressy, dress combined with a naked prosthesis and orthopedic tie oxfords just sounds "cringe-worthy" to me. Just a decent-looking pair of shoes (I have a major "thing" about shoes) would probably make me feel fine about the whole thing.
I guess that It all comes down to "what feels right" to the individual amputee woman. I was very reluctant to wear a swim suit for my first couple of years...but after the first time I wore one, it was fine and I never looked back. Maybe you could try wearing a dress sometime when it would be among a small group for a short period of time and just see if it did turn out to "feel right." You might discover that you truly do feel uncomfortable with it...but my own experience makes me think that you might realize that it's not really a problem at all.
Good luck on making up your mind!