All modern OSes offer alternative

I can imagine different case requiring different solutions. In one case (I think the one you're thinking of) the bulk of what gets served is generated by the back-end servers and the "static" assets are smaller by comparison - site icons, css, js, etc. In that case you're right: a proxy is the way to go because you're concentrating control and configuration in one place.

On the other hand, let's say that your site serves massive quantities of "interesting" image files (which I understand was the original use case for nginx). In that case the server needs to be extremely efficient because the working set is so large that a cache wouldn't do much good.

Horses for courses.