No one is talking about the issue being proxies. The issue is that they are surreptitiously-created proxies, with the full extent of consent consisting of one sentence buried in a massive EULA that no can be expected to read, by design.

There is another word for a C2 channel being created within a device you own without your knowledge, and that word is malware. And it's most often used for botnets, which is the least malicious thing they are used for.