Here's another one of those "there are two kinds of people" things: those who understand proxy bidding, and those who cannot. I think it's genetic, like the ability to curl your tongue. Either proxy bidding is a simple thing that makes perfect sense, or you simply are unable to think it through, no matter how many times it's explained.
Unfortunately, the people who don't understand proxy bidding make things more difficult for everyone else, not just for themselves. If everyone was able to take advantage of proxy bidding, then when I put my bid in on something, there's a good chance I'll find out immediately whether I'm already out of the bidding and should move on to bid on some other item. Instead, I'll probably waste days riding out one bid so it can be outbid at the last minute -- literally -- by some idiot sniper who can't understand the auction would have come out precisely the same if they'd just put in their proxy bid earlier. It would just have saved them, plus everyone who lost, a lot of time.
The urge to try to explain it is strong, because it's just so simple, but I will resist. There's no point, it's either obvious or inscrutable. Maybe someday scientists will develop some kind of psychochemical therapy for this malady.