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security with proxy_download Object Storage Setting

Problem to solve

proxy_download does not provide enough details on considerations you should take in to account when deciding between true or false. Specifically what are the security concerns (if any) with setting it to false?

Further details

The description in docs for proxy_download reads as a few different things yet neither addresses security concerns.

Set to true to enable proxying all files served. Option allows to reduce egress traffic as this allows clients to download directly from remote storage instead of proxying all data

Passthrough all downloads via GitLab instead of using Redirects to Object Storage.

Proposal

proxy_download should provide enough details on considerations you should take in to account when deciding between true or false including security concerns.

Who can address the issue

@stanhu @WarheadsSE any inputs? Who else could help here?

/cc @axil @rpaik

Other links/references