Don't censor. It's not your job to enforce every rule that every tin-pot dictator, school administrator, or corrupt politician sets up. If you are actually personally horrified that students might access a website that doesn't meet the standards of their school, don't answer the question, but don't block the acquisition of knowledge just because you don't like the purpose that knowledge will be used for.
In this particular case, of course, the question was off-topic because it had nothing to do with programming, so it was OK to close it as off-topic.
But as a general rule, Stack Overflow exists to spread knowledge, not to give smug people the chance to play petty censorship games. The value of the diffusion of knowledge by far outweighs any interest this community might have in enforcing someone else's arbitrary rules, and we cannot possibly claim to have enough information, or the moral authority, to make decisions over whether or not a given individual has the right to even learn about how proxies work, or how to work around them.
Once again: the question was off-topic, and if you are uncomfortable answering a question which you think will be used in a way you are uncomfortable with, just don't answer it. But to decide that this community has an interest in the repression of the transmission of engineering and scientific knowledge goes deeply against everything that Stack Overflow stands for.