A proxy is kind of good actually (for all you school people :p)
When i was playing TBRPG's, the school had blocked those specific sites becuase of their content (attacking people, and the "F-Bombing"), so any school player with RM installed to their school sever, a proxy will bypass the website block and allow people to play.
My experience with school people playing my game was a very good experience actually, i had filled the biggest IT rooms in my school who were on my site Via a proxy, that's around 60+ players, and that's only in one school.
So to block proxies can affect your game traffic in a bad way as it blocks players from signing up.
Thanks for reading
- sniko