Because some public proxies might be infected.
A proxy is a middle man between the client and the end-destination which allows computers to have an indirect connection. Users utilize proxies for multiple reasons:
They replace your IP address, therefore preventing the receiver from logging your real IP and tracking you. Since your IP gets replaced with the proxy IP address, when using a proxy from a specific country you can access content that is restricted to that particular country or region. Proxies can also be used to filter out malicious content before it hits your computer and keeping your device safe.
Public proxies are available everywhere on the web for free, and unless you know what you are doing this proxy is unsafe and should be used for regular browsing. The majority of the proxies are set up by government agencies and hackers to tap people's data. However, people still utilize public proxies since they are free to use. One of the disadvantages of public proxies is that they go offline quickly. Also, finding a secure, useful, and an uncompromised public proxy is a daunting task.
Private proxies are safe most of the time because they are sold by big companies that want to stay reputable therefor are private proxies one of the best proxies to enhance internet security. An individual or very few people use them at the same time. Private proxies have several advantages:
Consequently, someone can surf online without fear of hackers. Also, one can manage and transact finances securely on online financial accounts like PayPal. Apart from that, an individual can prevent its internet service provider from keeping track and recording its web history, and other individuals will have a hard time gaining access to your personal information and real IP address. Because proxies don't show your real IP address, it prevents intruders from directly accessing the user's internet connectivity. Considering the benefits that come along with private proxies, no doubt its worth using for internet use security.
In a nutshell, there are several advantages of using proxies as a middleman between users and the open internet. However, when using public proxies, you might not always be as safe as you think, malicious actors can edit your requests and steal your data. This does not mean that there aren't any safe public proxies, but most of them aren't safe to use. If you care about security and aren't tight on budget, private proxies are the way to go. You will be able the surf the web without needing to worry about if some malicious actor has infected your proxy.