What does “We should feel a ‘proxy regret’ for someone / something” mean?
I disagree with the interpretation provided by Third News. The context of the description of Vivian Maier's activities clearly suggests to me that the adjective which can most readily replace proxy is vicarious -- in other words, meaning 'regret being experienced at second hand', or perhaps 'regret being had on Maier's behalf'.
Proxy regret is a term that expresses 'knowing now what you did not know then'.
Individually:
However innocent our intent, most of us have experienced a proxy regret for childish actions/thoughts, and our maturation gives us the authority to recognize this behavior.
Group:
Societies have experienced proxy regret for actions taken on their behalf (known or not), after the revelation of disastrous or damaging consequences.