Talking to someone outside of the situation confronts the possible compromising of Nathan's objectivity, and dialog is a common way to process experiences.

I felt it as a break from the intensity and absurdity of the initial half, a lull in the rollercoaster. Then the film reduced Amanda's distance from the subject matter and we were off again.

(I do think the intensity of the first half is partly manufactured by a soundtrack that almost cartoonishly conveys 'unsettling' and 'eerie.' That's probably my main complaint about the film.)

>Why does the audience need a proxy?

To voice the audience's opinions in the movie itself so the movie can directly address some of them.

> Why does the audience need a proxy?

Exactly.