It’s not just an issue with proxies. Since there’s no authentication, any “man in the middle” can intercept your BitCoin transfer, including your ISP and other people on your wireless connection. It’s like logging into your bank’s website without HTTPS.
BitCoin should use an authentication method like SSH: the receiver signs the BitCoin address and other info with a permanent public key, the hash of the public key is displayed to the sender before any transfer, and the receiver makes this hash known through other trusted channels.