I had also broken down the way this works a long while ago and found they have a lot more proxies than this. In some cases they just have a digitalocean VPS running somewhere to help beef up the network.

It was only recently that they started requiring the user auth for the proxy access, earlier it was a free for all without any auth at all. Now they have the option to track which accounts are causing traffic on their network and potentially put a stop to them (not that is isn't difficult to get around)