Of course you could display the incompatibility hint when the connection times out (instead of when selecting a mirror). Then it would only be seen by people that have a problem (assuming they have the patience to wait for the timeout). On the other hand it is nice to see a hint before the problem is there.
Or you could say that a connection timeout is a good hint that your proxy is broken so that you do not need any further hints. The problem about the apt-proxy bug is that it is a bit hard to detect: - AFAIR some data is successfully retrieved from the apt-proxy before installation fails. - I could switch to the d-i console via Alt-F2 and download the file displayed in the errormessages on Alt-F4. So my apt-proxy mirror seemed to be ok. (Of course it was not.)
