A proxy server is one example of a Web intermediary. Other examples are gateways, caches, etc. A typical Web request may be routed through multiple intermediaries.
A Web intermediary will have a much greater chance of making reasonable decisions when a client's request shows, in the clear, the targeted resource, and the method requested is understood.
As we have seen with SOAP both the targeted resource, as well as the requested method is nested within the SOAP envelope, thus making it much more difficult for intermediaries to do their job.