Proxima Nova is very common on websites so from that perspective it makes sense to bundle it.
I've never run into this case, despite using web fonts a couple of times, because I don't think I've ever seen anyone attempting to use a font that's a system font of an OS as a web font.
But that seems like the main use-case here: knowing that at least macOS ships with Proxima Nova, you'd declare a dependency on the Google Fonts copy of Proxima Nova as a polyfill of sorts; and then the OSes that have it would use their version instead of needing to pull it from Google.