Ok, not to diss this project or anything, but relay-proxy from earlier this year does the same thing. Multiplextr does as well, but using a wrapper protocol so clients can make non-static relay selections. Proxies like this hurt the ability for clients to intelligently route. They also have significant privacy drawbacks, especially if proxying AUTH (they can exfiltrate protected data). I'd love to see more work in this area, especially since proxies have the ability to improve routing without clients having to do anything by inspecting filters coming through. I recently wrote a bit about this, see below:

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nobody 2 years ago
I'm not going to be able to read this right away but thank you so much for this article. I've been thinking about some of the same concepts and this article looks really well thought out.
I feel like the whole reason this exists because we don't have routing or gossip on all clients, so people are trying to find work arounds to make Nostr more usable. If we had routing and gossip, we wouldn't need this most likely.
I am rather questioning the privacy at multiplextr than in #bostr as it tell to coracle that the event was sent from "that" relays, and then coracle sign the AUTH for "that" relays also.
Well, this breaks gossip in clients that have it. It would be possible for a proxy to add gossip to clients that don't, and that would be awesome, but this isn't it.
Yes, multiplextr absolutely has the privacy problem you're describing. The advantage it has is it allows clients to implement routing.