Well, you obviously haven't thought it through. Bob puts in a proxy EB bid at $25 when the item is at $1
bid stands at $1
You put EB proxy at $20
Bid jumps to $21, to Bob
You bid $30
Bid jumps to $26, to you.
Bob bids $35
Bid jumps to $31, to Bob.
You bid $40
Bid jumps to $36, to you.
You are actively bidding so you are actively driving the price up. You may still win, but you get caught up in bidding and will bid much more than you otherwise might. The item sells to you for $36, rather than to Bob at $25 if you'd used AS at $20.
With AS, you make a decision on max bid and walk away. If you are upset when you lose the item at $1 over your bid, you think, I should have bid $2 more. But you have no idea if the other person's proxy was $1 or $100 more. With AS, other bidders can't bid up to find your max, with EB proxy they just keep bidding til they pass it, and so you raise it to stay in the game.
Your choice: Make that AS decision and accept that you may lose, or put in a proxy knowing that someone out there may outbid you just for competition's sake, and if you do get it you'll pay more. Your call.