Using firebug on FF2, I noticed my WFS marker layer making requests even though the layer was not in range. Upon further investigation, it appears this only happens when zooming out from a level that is in range to one that is not.
We have a test site using the trunk version of OL at http://test.hud.uai.com/hudpls/ViewMap.aspx
to duplicate, use FF2 and firebug; look at the net traffic. Pick a state/county that has available properties (Illinois/Cook for example) and zoom in until you see the properties. Zoom out until the layer goes out of range and disables, you will notice a call to the WFSProxy.ashx proxy page for that last zoom.