I don’t think it started as a proxy war. Russia just decided to be stupid, but at this point it may very well be a proxy war in fact.
It’s to pretty much everyone’s benefit (except Ukraine’s) for this to drag out for a nice long time. The more manpower and material Russia and their allies burns up in this stupidity, the longer the rest of Europe can breath freely. It gives them time to rebuild the armies that they have allowed to atrophy. There’s probably more to it and it’s callus as fuck, but that’s the math I see.