UTM: Unified Threat Management The FortiGate unit has a series of built-in security controls that allow you to prevent access to specific types of content on the web. Using these FortiGuard Categories, you can protect yourself from potential liability. Proxies are redirection services, that allow users to pass their traffic through an intermediary to mask its source or destination. Proxies have many legitimate uses, but many people use proxies to access illegal content. But proxies aren’t perfect, and a proxy path can be traced through the proxy back to you. Blocking access to proxies can discourage your users from misusing them.
The original article/video can be found at Web Filtering: Blocking Proxy Usage