One of the things that lengthy sentences enable Proust to do is to surprise his reader with the end of the sentence. There is probably a literary term for this (other than 'surprise conclusion to a sentence') but I do not know what it is.
(I had a look on the internet and there is a term which is 'paraprosdokian' but I have never heard of it, and apparently it is just made up anyway, so I shall stick with surprise conclusion.)
Here is Proust talking about M. Vinteuil's daughter, who he describes as having a boyish appearance and being robust and stolid, "When she had spoken, she would at once take her own words in the sense in which her audience must have heard them, she would be alarmed at the possibility of a misunderstanding, and one would see, in clear outline, as though in a transparency, beneath the mannish face of the 'good sort' that she was, the finer features of a young woman in tears."
It is the last two words of the sentence that hit suddenly and unexpectedly, contrasting with the earlier, slightly comic description of the girl. Proust telling us that we should not think of this unattractive girl as comic nor as unaware of her own lack of looks.