This proxy is running on a non-secure server, which means that retrieval of pages from secure servers is not permitted. The danger is that the user and the end server may believe they have a secure connection between them, while in fact the link between the user and this proxy is insecure and eavesdropping may occur. That's why we have secure servers, after all.
This proxy must run on a secure server before being allowed to retrieve
pages from other secure servers.