Using the proxy module would fail with a etherscan.client.EmptyResponse.
This is because Client.connect() is expecting data.get('status') == '1' which is not the case for the proxy module.
See https://api.etherscan.io/api?module=proxy&action=eth_blockNumber&apikey=YourApiKeyToken for example returns:

{"jsonrpc":"2.0","id":83,"result":"0x56c811"}