In general, not only in computing, proxies make it possible:
- Control: only the intermediary does the actual work, therefore they can limit and restrict the rights of the users, and give permissions only to the proxy.
- Savings: only one user (the proxy) must be prepared to do the actual work. With being prepared we mean that it is the only one that needs the resources necessary to make that functionality. Examples of resources needed to do the function may be the capacity and logic of computation or the external network address (IP).
- Speed: if several clients are going to request the same resource, the proxy can cache: save the response of a request to give it directly when another user requests it. So you do not have to reconnect with the destination, and finish faster.
- Filtering: The proxy may refuse to respond to any requests if it detects that they are prohibited.
- Modification: As an intermediary, a proxy can falsify information, or modify it following an algorithm. :)