how's it avoid causing problems for the user? it's using their Internet. imagine if they had data caps or so on and you're downloading through that proxy - that's basically taking his money, right?
if windows update was downloading things without my knowledge or consent, kind of? this is why people resent some forced Microsoft software after all.
anyway if the costs are high surely they can pay the end users. at least then there's awareness and agreement. the ones bundled in apps or software seem less ethical to me than offering them some money per month to host it.