No, but then no/few majors prove anything other than you achieved a BS/BA. Like other large large law schools, Harvard Law primarily cares about two numbers: GPA+LSAT. After that, essay and recs come into play. Choice of major is almost an after thought, unless its Engineering (+ factor), or Parks & Recreation (minus factor).
As an aside, if you want to work on your critical thinking skills, try Philosophy. ‘Studies’ majors are generally anything but analytical.