In the Mistborn trilogy, and the new Wax and Wayne novels, their seems to be a sense of increase in power in the mist. Does the mist actually increase the allomantic powers?
Probably, though it's never been explicitly stated.
The mists are an artifact of Preservation, and Allomancy uses Preservation's power to fuel itself. We know from the first trilogy that the mists can power Allomancy. Vin used them for that purpose just before she took up Preservation herself.
During the era of the Final Empire, Preservation was exerting all of it's energy just trying to keep Ruin in check; the amount of power it had left to send into the world was very limited. (In fact, during the Mistborn trilogy it's essentially dying).
Now that Harmony has taken over, he can afford to release more of that power into the mists. While Vin seems to have been unique in her ability to channel the mists directly, it makes sense that being inside them allows the Allomancer "better access" to the magic that drives their powers.