It is not just in countries which bar certain sites why one would use a Proxy server. And it is NOT because one is doing something naughty on the Internet why hiding their location is elected.
Although it may sound odd, there are reasons why a person who is not trying to trick anyone, or get what is forbidden would use a proxy server.
To begin, let me explain What a Proxy Server is.
A Proxy Server is a remote site to which one connects. It is through that site that one travels to the site desired. The I.P. (Internet Protocol) of that Proxy Server is what is reflected as the address of the user.
Every site has what is called an I.P. address. This address consists of four sets of three numbers which are separated by periods; 073.012.009.121 (this is just an example).
Where the site is, that is, the location on Planet Earth, can be discerned by this address. This is how one learned that many of the Fake News stories on Face Book came from Macedonia; that is, the I.P. is located in Macedonia.
It is fairly straight forward to find out who is the provider, where the provider is physically located, and that the person using that provider is in that country.
In early days, for example, a Nigeria who pretends to be an American living in New York is quickly discovered when his I.P. is traced to a Cyber Cafe in Ibadan.
That is why many Nigerians will use a Proxy Server located in New York City. Anyone checking where he is connecting from will reach that New York City server.
But many people use them because they have difficulty logging on from their home country, or that many scams, i.e. Bubblews, were loath to trouble the American user, but would kick the Jamaican to the sidewalk.
This is why so many scammers are able to mask their location; they use a Proxy Server.