Because the proxy has a little bit of overhead per turn, the break-even point depends entirely on session length.
Short sessions (e.g., 2 rounds): The proxy's overhead might actually cost you more than you save.
Long sessions (e.g., 69 to 190 rounds): The token savings on the main model are massive and completely dwarf the small model's overhead.
It's not a universal win for quick, one-off queries, but the math becomes highly favorable on long, complex debugging sessions.