I’m going to need an ELI5 because I have read several explanations online, and I still don’t fully understand what makes them different. Why would you want to use one over the other? Don’t they both just forward your internet traffic? How do they work, in general?
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This isn’t quite the right analogy. The traffic between you and the VPN is quite visible, so it’s more like the windows on the vehicle you’re using are blacked out so that nobody can tell what’s inside while it’s moving between those two points.
Just to de-analogy this a bit for clarity… with a VPN you can see that there is traffic but not what that traffic is…
The confusing thing is that the world is now running SSL by default so even with a proxy that traffic is hidden to intermediaries… so the distinction means a lot less than it once did.