If I'm using one of these services while connected to a guest wifi network, with the usual configuration for guest access (like no intranet connections), is that guest wifi network compromised? What's the threat model?
If that guest WiFi network is running inside the White House? Yes, I'd say that is compromised. The threat model being that guests on that network may be diplomatic officials and staff.
I'd say yes since you've allowed random people unauthorized use of the connection. It makes no difference if it's your connection or not. For example, if that proxy gets used as part of a DDoS attack, your device compromised that network.
how is this different than Tor? You seem a bit on the surveillance side. The computer/network is compromised if someone gains unauthorized access to it not if you share it.