Which breaks all normal caching proxies that can be easily used.
The popular packaging formats are better at this: distribute keys over https, then just http to download and verify packages. Squid and co work just fine here.
Once quotas come in, you’ll find all the tooling and guides make it super simple.
I don't know about that. One of the benefits of introducing something like Nexus can be a noticeable speedup for your own builds, once your proxy repositories have the versions of dependencies you need cached.
Of course, you could use some sort of a local build cache (e.g. m2 directory for Maven packages on the server) but when you're building your own containers it doesn't always turn out to be as viable, especially when you have many CI nodes, each of which would have a local build cache.
On an unrelated note, something like Nexus also gives you the ability to easily start deploying/using your own container images, libraries or even arbitrary files, all without having to store your data in the cloud, or figure out how many different solutions/accounts you might need (otherwise you'd need some packages on Docker Hub, some Node packages on npm, some Java packages in Maven repos etc.).