Undernet isn't the only network to do this. Due to abuse (*sigh*) 95% of networks will do this nowadays, and I think all of the big ones do.
DALnet have a good page at http://kline.dal.net/proxy
and many networks do say "If you don't want to be scanned, don't connect". In other words, don't bother complaining (not saying you were) or asking if they could make an exception to your IP, because access won't be granted.
Nothing to worry about though, no personal information is gained, no damage to your computer or it's software is done, it's harmless