The PROXY should be able to reproject on-the-fly to other SRS. It will answer many users cases, specially for tiled WMS (WMTS) where cached tiles are in EPSG:4326 and the remote server delivers only in EPSG:21781, and would prevent from adding an extra cache for each supported SRS.
Some ideas for implementation :
#1 Updated by Mérour Xavier about 9 years ago
Another ressource for this issue (java):