A proxy can filter out bad requests, where as a facade doesn't filter anything, it justs acts as a way to make a complex subsystem easier to access for a client.
A proxy is a "Stand-in" it pretends to be the subsystem, taking requests and deciding if it is ok to really send it to the subsystem.
So while they are very much like "Fronts" for an underlying system, there really is two seperate purposes.
I always look at proxies, and think web server proxies to protect web servers for bad people.
Mark