Personally I would think you are lucky not being proxied - and should "take advantage" of it whilst you still can, as in my personal opinion, they are more of a money saving exercise for ntl rather than of benefit to the customer.
I also have privacy concerns about these as well, with the prossibility that data that is not sent over SSL is being cached regardless of whether it is private or not. I do not like the idea of my emails that I read using webmail being written to the hard disk of the cache.
Having said that, they most likely will return. I was proxyless for a few weeks when I got my first connection but sure enough, the proxies returned.