Worth separating two things here. Proxies don't solve captchas, they just decide how many you get shown and how hard the score looks. Clean residential or ISP IPs with a realistic browser fingerprint will trigger far fewer recaptchas than datacenter ranges, so that part is what everyone above said.
If you're sending the challenge to a solving service, a lot of them let you pass your own proxy so the solve happens from the same IP your script uses. For v2 that can matter because the token can get rejected if the IP that solved it differs from the one submitting it, depends on the target though. With v3 it's mostly the score, so IP reputation plus how the session behaves before the token gets used matters more than the solver itself.