Ajax.js silently catches exceptions and swallows them. The result of this is that we get many many more questions than we should about the ProxyHost issue, because the exception that the browser throws never gets delivered to the user.
This also makes debugging post-request functions difficult, because exceptions are also swallowed in the handlers for those functions.
By removing the try/except blocks from Ajax.js, or making them default to reporting in some way, we may be able to decrease the number of questions we get about Ajax functionality not working.
This problem has existed in all versions of OpenLayers, but it is becoming more and more of a problem as we move further towards encouraging use of WFS servers and the like. Solving it sooner rather than later seems to be a good idea.