How often does your average user browse via an anonymous proxy? I doubt most would even know what the hell you are talking about. I can understand for your more clued up or power user, but you give the average user too much credit.
The requirement to trust the admin isn't about the admin MITMing you, but rather trusting their competency in preventing other users MITMing you. Of course the admin could be bad as well.
In the cafe on the corner of your block in syria, iran and similar places though, the odds are a lot better.