Yes.
Consider a simplifying case of a direct escape vs. a parking orbit departure from an airless, non-rotating body using instantaneous maneuvers. The most efficient way to get to the parking orbit is an initial horizontal $\Delta V$ at the surface to get an orbit with a apoapsis at the parking orbit, followed by a circularization $\Delta V$ at apoapsis to raise the periapsis to that same radius. Then depart from the parking orbit to escape with a third $\Delta V$. Subtract from that an escape to the same velocity at infinity directly from the surface with a single $\Delta V$.
I get that difference to be:
$$\sqrt{\frac{\mu }{r}}\left(\sqrt{e-1+\frac{2}{q+1}}-\sqrt{e+1}+\frac{\sqrt{2} q}{\sqrt{(q+1) (q+2)}}\right)
$$
where $\mu$ is the $GM$ of the body, $r$ is the surface radius, $e$ is the eccentricity of an escape hyperbola tangent to the surface, i.e. $e=1+{C_3 r\over\mu}$, and $q$ is the parking orbit altitude as a fraction of $r$.
For an escape from Earth to Mars with $C_3\approx 10\,\mathrm{{km}^2/s^2}$, $e\approx 1.16$. For a $100\,\mathrm{nmi}$ parking orbit, $q\approx 0.03$. I then get, using Earth's $\mu$ and $r$, that the cost of going to the parking orbit as opposed to a direct escape is about $74\,\mathrm{m/s}$.
About $58\,\mathrm{m/s}$ of that is the circularization burn, with the remaining $16\,\mathrm{m/s}$ being effectively a loss of Oberth effect due to an escape from a higher altitude.
A launch vehicle will get to a parking orbit more directly, but it can only cost more $\Delta V$. As for the atmosphere, you can imagine the launch vehicle getting out of the atmosphere in the same way to the same initial conditions at, say, $60\,\mathrm{nmi}$ altitude, and comparing direct escape vs. an intermediate parking orbit starting from there.
That $74\,\mathrm{m/s}$ is pretty small compared to the total of $\Delta V\approx 11,600\,\mathrm{m/s}$. The benefits of an intermediate parking orbit easily outweigh this small cost, both in terms of timing flexibility and in terms of lining up the outgoing asymptote with respect to the launch latitude.
The only time I am aware of a real consideration of a direct escape was for a mission to Mars that I was working on using an Ariane V before they had qualified upper stage restarts. If you can't restart the upper stage, then you can't use a parking orbit.