Proxying
Why do they think that proxying a connection is a security improvement ? Just means that they can listen in on any web sessions being carried out (particularly if MITMing the connection) - and that is quite apart from slowing down the user experience as well, whilst you wait for the traffic to go to and from Apple's services ...
No different to believing that your public service VPN company isn't also tracking and monitoring everything you do. If you aren't in control, it's not "secure" ...