The Zabbix proxy feature appeared in version 1.6. It was meant to cater to a very specific requirement, as shown in this Zabbix SIA announcement:
[Zabbix-announce] ZABBIX 1.6 released From: Alexei Vladishev <alexei.vladishev@za...> - 2008-09-18 13:47:37 ... :: ZABBIX Proxy Process ZABBIX Proxy is a lightweight process, which collects data on behalf of ZABBIX Server. The proxies can be used in order to centralize monitoring of remote locations by reporting to the central server or one of ZABBIX nodes in the distributed environment. ZABBIX Proxy simplifies deployment and maintenances of the centralized distributed monitoring significantly. ...
The Zabbix proxy was thought of so that the Zabbix server could access data on remote networks in a simpler way and without requiring to open ports or adjustments to firewall rules. The Zabbix proxy could then be placed on a remote network, access all the hosts to be monitored, and then send that data to...