There's a very high chance this is monetization of botnets, which adds even more to the overall shadyness.
This is almost certainly guaranteed to be either monetization of botnets, or inadvertently installed adware.
Why would they need those proxies if what they are doing is fully legal?
You do know that "legal" means "against the law" right? And when you say something is illegal, then you need to produce the law it violates; there's no proof from a company trying to prevent you from doing it.