According to Kevin Dunn, proteins do not break down completely to amino acids when mixed with NaOH. Some less drastic changes do occur since we know silk fiber eventually dissolves in lye solution. Ditto for the proteins in dairy. The bottom line is that proteins seem to mostly survive the soap making process with some minor changes.
The benefits of adding proteins for the soap itself? The usual thought about silk protein is that it may increase the bubbliness of the lather. Some claim it also gives the lather a silky feel. Blind testing with goat milk soap has had variable results. Some testers see no difference between goat milk soap and the same soap made without milk. When testers do claim a difference, that could be due as much from the added sugars and/or fat from the milk, since milk is more than just protein. IMO, the use of protein in soap only makes a small difference in the skin feel and lather.
The benefits of adding proteins for the skin? If collagen actually helps the skin, which is something I'm not qualified to answer, it's better used in a leave-on product, not in a wash-off product like soap. I know hydrolyzed proteins are used in conditioners, however, so ...
Try it and have fun. Nothing horrible will happen ... but I think it's fair to say there won't be any amazing benefits either.