"Just use a proxy" conflates two different tools. A proxy and a VPN solve different problems, and mixing them up means overestimating protection that isn't actually there.
Which layer each one operates at
A proxy server works at the application level: a browser or a specific app sends requests through the proxy, which swaps in its own address instead of yours. Everything else on the device — mail client, messaging app, system updates — keeps talking to the network directly, untouched by the proxy.
A VPN works at the operating-system level: all traffic from the device, regardless of which app generated it, goes through the encrypted tunnel.
Encryption isn't a given with a proxy
A basic HTTP proxy doesn't encrypt anything between your device and itself — it just relays requests. SOCKS5, another common proxy type, doesn't add encryption on its own either.
VPN protocols — WireGuard, OpenVPN, the Xray family — build encryption into the protocol itself, not as an optional extra.
Who sees your traffic along the way
Traffic through a free public proxy typically passes through in the clear as far as the proxy service itself is concerned — it can technically read and modify it, and in the free-service business model that's not unusual: some are monetized by doing exactly that, or by injecting ads into the stream.
A VPN has the same dependency on trusting its provider at the point where the tunnel ends, but encrypting the channel between device and node removes the intermediate points where traffic could otherwise be read in the clear.
Where the difference actually shows up
On hotel or airport Wi-Fi, a browser proxy doesn't protect traffic from any other app on the same device, and often doesn't even protect the browser itself if the proxy connection isn't encrypted. A VPN handles this system-wide, with one switch.
Related questions
Is a proxy just useless, then?
No — it has its niche, like changing the visible address for a single app without reconfiguring the whole system. It's just not a device-wide traffic-protection tool, and treating it as a VPN substitute is a threat-model mistake.
Is SOCKS5 more secure than an HTTP proxy?
SOCKS5 is more flexible — it isn't limited to web traffic — but it doesn't encrypt data on its own either. Encryption in SOCKS5 setups is usually added as a separate layer on top, not provided by the proxy protocol itself.
Could a VPN provider be just as untrustworthy as a free proxy?
Technically, yes — which is why a provider's logging policy and reputation matter regardless of which protocol is in use. Encrypting the channel removes one category of risk — interception along the way — but it doesn't replace trust in whoever operates the node.