This is crucial for browser automation tools like windmill <http://getwindmill.com/> (but many other too) which need to route all browser output through their proxy to be able to automate it reliably. Google Chrome apparently allows this - but I haven't yet found a way to do this with Safari. One can set the proxy via the System Proxy settings, this however affects all applications on the machine so it is very undesireable (especially if you want to have browser automation tests running in the background while you develop on the machine. So please allow this to be overriden from the command-line.
We need this to improve regression tests, as well.