The answer is (very likely) no for all $n>20$.
Let $R_n$ be the regular $n$-gon of circumradius $1$, and given a convex shape $C$, let $\delta(C)$ be its maximal packing density in the plane.
Observe that the packing density of $R_n$ is at least the packing density of the disk times $\text{Area}(R_n)/\pi$ (since we can just inscribe an $R_n$ into each disk).
Thus, we have:
$$\delta(R_n)\ge \frac{\sqrt{3}}6 n\sin(\pi/n)\cos(\pi/n) $$
On the other hand, the regular heptagon $R_7$ is conjectured to have maximal packing density $0.89269$. (The fact that even this result is conjectural should give a sense of how tricky it is likely to be to prove optimality for the regular pentagon - maximal packing densities are hard.)
However, at $n=21$, our bound gives a packing density of at least $0.893$, so at this and all higher $n$ we can do better by taking an $n$-gon collapsed to a regular heptagon.
Probably this result can be improved a bit by finding explicit packings for some $n<20$ which exceed $\delta(R_7)$, if desired (since the circle-inscribing method is never optimal). In fact, I would not be surprised if every $n>7$ could be packed better than $R_7$.
(If you don't want the reliance on a conjectural result, using the smoothed octagon in place of the regular heptagon will give you counterexamples past $n=37$ or so, though the specifics are a bit messier since one has to use a polygonal approximation to the smoothed octagon.)