Teflon itself does have more mechanical damping than ceramics. However, in most sockets the metal contact and solder tab are not rigidly attached to the insulator, they are allowed to float to accommodate variations in pin location or size. So it's not clear that the socket gets much change to affect tube resonances.
The problem with teflon is that it "flows" albeit very slowly. The mounting hardware will come loose over time no matter how tight it is at first. Second generation teflon sockets claim to have solved the problems of earlier ones, but then I fully expect third generation sockets will appear in a few years claiming to have solved the problems with the second generation ones. :^)