That's a multi edged sword there.
Yes, I would expect his record in close games to be much "worse" than in blowout games, since it is very rare for UConn to get blown out. Probably 90% of Geno's career losses are by 10 points or less.
Also, since Geno tends to blow out the the bad teams, the only time UConn plays a close game is against higly ranked teams and better opponents. I don't think Geno's winning % would be any where near where it is if he played every game against Top-20 teams.
All that being said, the big picture thought that due to a lack of consistently playing close games, Geno's end of game acumen isn't as sharp as others, has merit.