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Just a thought here, but maybe they are asking WHY Tor & I2P is blocked. What is the security risk. Why would someone want to block Tor for instance?
As you may know proxies help to hide people's real identity online and many people just aren't comfortable with accepting connections from any people who are trying to hide from being identified in any way.
The obvious main security risk with any proxies & Tor network would be that it's possibly allowing anti-p2p groups to connect with you and bypass your IP filters altogether. Depends how paranoid you are, but if you don't like that idea, the lists are there for you to use. If you think it's unlikely that you are at risk from proxies then you don't need to use the proxy list.
There's really no way to tell if it's friend or foe on the other end of that proxy you are connecting with. It's impossible to say if proxies are heavily used by anti p2p enforcers, Micro$ofts henchman the BSA are one group known to use them in their activities.
The Tor network has also been compromised with rogue servers on the network established just to spy on the traffic and collect information.
eg:
http://www.theregister.co.uk/2007/11/23/tor_abuse/http://www.theprivacyblog.com/online-priva...ppers-paradise/