Perhaps I should have made it clearer that the purpose of using a proxy in the way I illustrated was to access geographically restricted sites (such as the Amaz

Perhaps I should have made it clearer that the purpose of using a proxy in the way I illustrated was to access geographically restricted sites (such as the Amazon.com Kindle store) rather than for security/anonymity (which as you point out needs further consideration around side channel leakage etc.)