Leaked to who, though? If you use this feature, then sure, Apple will know that you're using an Apple device.
But the purpose of the proxy is to shield the end-user's IP address, and probably their user agent, too. Some email providers already do this. If you load an image from a Yahoo mailbox, for example, the reported user agent is "YahooMailProxy; https://help.yahoo.com/kb/yahoo-mail-proxy-SLN28749.html".