There is a sufficient amount of information on the Internet by the subject of encryption and protection of traffic from intrusions, however, there is some bias towards various VPN technologies.
In practice, proxies are better suited for day-to-day protection of web traffic without the inconvenience of noticeable speed loss and indiscriminate tunneling. That is, when using a good proxy, you should not have to disable it for comfortable Internet use.
In a real lossy network, the practical speed of, for example, Chinese proxy servers is often faster than VPN solutions. This happens because when proxying TCP connections, retransmissions in the client-proxy and proxy-target sections occur independently. The proxy has its TCP buffers and short-term I/O delays in both directions do not affect transmission from the opposite side.
Flexibility. It’s easier to set up selective proxying. The use of proxies can be limited for specific applications, in the browser – to specific domains. You can use several different proxies for different destination addresses at the same time.
They are difficult to detect with DPI, including DPIs performing active probes. However, this requires some tweaking. In the case of a proxy over TLS, such a connection can be passed off, as a regular HTTPS connection. As long as, the fact of VPN use is visible even to passive DPI.
There is not a whole class of problems with a suddenly interrupted VPN connection. In the worst case, the VPN connection may be interrupted and the user will not notice that his traffic is no longer protected and/or he is already working from his “home” IP address. In the case of a proxy, such problems are excluded.
It is not fundamentally possible to carry out attacks that let traffic pass the VPN tunnel.
Fineproxy proxy server can completely replace VPN, at the same time removing all the problems associated with its usage.