DNSing the hostname on your own would create a DNS information leak, which could potentially defeat the purpose of using a proxy if the intent is anonymity (a fair use case for a proxy). I'm no anonymity evangelist but I wouldn't recommend changing the existing behaviour-- there's a reason the DNS isn't done locally for these protocols.

- argv[0] on EFnet #mIRC
- "Life is a pointer to an integer without a cast"