Wikimedia Commons, like many Wikimedia Projects, doesn't generally block anonymizing (i.e. services/servers that could be used to hide your identity) proxies unless they are causing problems.
Since commons is less often a target for troublemakers than some other projects with the same policy, we often seem to have much fewer proxies blocked. This also important because of the blocking practices of some governments. Generally our practices do not seem to cause us too much trouble, but there are some implications.
For one, it means that proxy-blocked users on other projects can get a 'second life' out of their proxies by harassing their target projects via commons. It also enables various forms of split project sock-puppetry, and the larger project block logs become handy proxy directories for troublemakers willing to go after the smaller projects.
It may eventually become a PR issue with our customer projects, ... they can't be happy when their troublemakers come back via commons. It certainly would be if we ever stopped our practice of blocking troublemaking proxies once they were found.
As a result of these issues, we're slowly blocking proxies over time ... after all, eventually each one will have been a trouble maker at some point.
This result in another issue: Since we're generally permissive about the proxies there are a non-trivial number of apparently good contributors who edit via these proxies. As we block proxies we continually frustrate and impede these users, who expected commons to continue working.
I don't know that there is much we can do about this now but I wonder if other commonslisters had some comments on the matter.