Firewall Configuration
If building a system based on a straight application proxy firewall, then any data being passed through the firewall must be proxied. If a proxy does not exist for that data, it will not be passed. This type of system cannot be configured as a “permit-all” sort of system.
Network level firewalls have more flexibility, and can be configured as either system. Either the firewall is setup to block anything not managed by rules, or it will permit it.