Sending SMTP messages through a proxy

Hello. I use an example from the documentation (http://doc.componentpro.com/ComponentPro-Mail/Connecting-through-a-proxy-server3). Through a working proxy server, the message was sent perfectly. But as soon as I specifically changed the proxy to the wrong ones, the message came as well. Why does this work? Why did the message reach the user the second time?

That sounds weird. Can you please send us a log file to support@componentpro.com