It's not just an issue with proxies. Since there's no authentication, any "man in the middle" can intercept your BitCoin transfer, including your ISP and other people on your wireless connection. It's like logging into your bank's website without HTTPS.
I don't see the security risk of being able to intercept or eavesdrop on a Bitcoin transfer.All transactions are broadcast to all Bitcoin generating nodes, anyway, and the transactions are impossible to alter or forge (because they're digitally signed).
A man-in-the-middle could drop the transaction, but SSL doesn't fix that-- if they're relaying SSL traffic they could drop your SSL-encrypted transaction, too.
There are good non-security-related reasons for encrypting Bitcoin transaction traffic, though (makes it harder for governments/ISPs to do deep packet inspection to selectively drop Bitcoin traffic, for example).