The application is in effect a single binary and makes use of various Apple frameworks which are optimised to run flawlessly on apple hardware. Only one platform is supported which means that there is less chance for bugs and platform-specific oddities. Proxy.app works as a sandbox application on OS X, distributed by Mac App Store and makes use of other native components like Keychain, etc.
Under the hood the tool is only making use of Apple frameworks. We believe that in the long term this will provide more stability and performance enhancements. Right now it takes just a moment to launch the application and there is zero friction when switching between different project files. We believe that it just works in the same way OS X applications are supposed to work and this in effect makes Proxy.app more pleasant to use.