I'm not sure transmission has proxy support at all, that's why I included it in the list of lacking features.
The vast majority of users won't ever need to set a proxy. 99% of the time (rough guess) you'll have direct access to the internet. In cases where you do not, you would generally be behind a restrictive corporate network which wouldn't allow p2p apps anyway. So even if you could use a HTTP proxy to allow tracker communications, there wouldn't be a SOCKS proxy available for peer communications. While SOCKS/HTTP proxy support would be nice for the minority who are behind such restrictive setups, it's not a make or break feature.