That feature is planned and we have made some preliminary test to integrate it. There is some complexity involved because it affects the whole networking part of Paperpile. So there will be nothing to announce any time soon, however, it's definitely on our radar.
If you are reading this and also waiting for this feature, please post a quick "me too" because it's a feature that can only be tested in close collaboration with our users. Eproxy implementations differ between institutions and here at Paperpile we don't have easily access to University networks.