Uw,
It could be a few different things. Having a proxy is probably the most likely. But it might also be a VPN or some sort of submission software as well. Or, in all honesty, they could be using it to hide that they are multi-submitting or that you banned them at their old ISP, etc.
A lot of people use proxies like that as it can establish a more secured connection that is harder to eavesdrop on. I used to use something called SSH (secure shell) forwarding to do this so that my (old) ISP basically did not see which sites I frequented and my personal business. Everything between my server and the ISP was encrypted.
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