https://cloud.google.com/blog/topics/threat-intelligence/goo...
The biggest danger is that said proxies can also allow access to internal networks, and as you might guess from how they are installed, are not usually operated by the most scrupulous of organizations.
is that actually a thing that was caught before?
Also some free VPNs use their users as exit nodes for their actual paying customers, good luck finding a user who understands that. It's the obvious way to monetize such a service other than ads.