If a Linux user suggested that, they'd be laughed out of the room. "Yeah, just use this semi-obscure command line tool to forward a port, then set your system to proxy through it" is a technically workable solution, but poor UX.

Exactly! I keep seeing this shit about how you have to fuck around with all these config files in Linux... Then when you have to do the same trash for basic things in OSX, nobody blinks an eye.