I dislike proxies in general (there's some exceptions -- and this is just for casual EDH/Commander ... proxies in cubes are a different beast).
For me the biggest issue with proxies is that relying on them tends to lower the effective size of the cardpool available. When someone feels that it's okay (or that they're entitled) to proxy a card that they don't have or can't get, then that's one other card that doesn't see play. I like seeing more variation (the singleton aspect is definitely a draw for me) and general use proxies works against that.
When I sit down to play EDH, I want people to have fun. Sure there's a general goal of "Win" -- but it shouldn't be "Win at all costs" IMO (if you feel it is, then I probably am not going to like playing against you.)
One of the best moments in playing EDH is when a friend of my brothers was playing with us and he played a card that he threw in just for kicks (and because he has a more limited cardpool that most of the rest of us in the group) -- Aura Barbs
. He played it and it kicked my brother's deck in the teeth (an aura-focused G/W deck) and it was just so unexpected. But had he been in the mindset that he can just proxy any card to use, we never would have seen that play.
I also don't subscribe to the belief that you need to have the 'perfect' or 'most optimal' deck. I have a couple of 3-colour decks and (years ago now) I took out all my ABUR duals and only used Shocks at best. I've never put them back in because I never really noticed the difference in the cards. Objectively? Sure using the ABUR duals would be better all around. But how it feels when playing them -- if the 2 life to make it come into play untapped matters at any point, I'm probably already losing and not having to pay it isn't likely going to be the difference between winning & losing that game.
Another person in my group is new to the game, and he's playing a few of the "ETB Tapped" dual lands -- as that's what he can afford (or we're willing to just give him to help) -- and he can still be quite the threat in the game. He's not necessarily the threat right at the beginning of the game ... but come turns 6-7, he certainly can be. So we play where we don't get overly aggressive on him until he's pretty much set up (ie, threat assessment says he's a bit behind on mana, so not the current threat.) And I'd like to note that he's having a blast playing the format even with this speed bump on his ability to keep up while we play.
That said -- I do support people using proxies to try a card out in their deck before they buy the card. I *do* recognize that this can be a very expensive hobby and spending money on something that you wouldn't have done "had you known" is a bad feeling that I think is worse than my bad feelings of seeing someone use a proxy for a while. Just don't keep the proxy in your deck for ever saying "I'm just testing it"