It should not be possible to accidentally link _proxy files as originals. I've seen quite a lot of users accidentally do this when relinking. They think Premiere Pro is asking for the original, when it's actually asking for the prtoxy file. This creates a lot of unexpected behavior, relinking issues etc.
_proxy files should never accidentally be attached as originals. If people do this, it should be a very deliberate choice.
And it should definitely not be possible to attach the same file as both original and proxy at the same time. It seems that Premiere Pro will allow this - but only until we close the project and re-open it. Then it will ask us to relink.
Give us a warning and some guidance so we can avoid trouble!