If you're not paraoid they will get you
Who'd have thought that a proxy service (paid or unpaid) could monitor and/or tamper with the data it forwards? Colour me amazed.
The default assumption must be that any proxy server (especially an anonymising proxy) is a honeypot: if not directly run by LEA or criminals then at least with a hotline to (or hackable by) them.
The best one can expect is your information will be sold on to 'benign' marketing companies.