In my experience, the proxy server for the internet APN is not necessary, and in fact hinders certain functionality (I know that it at least blocks the download component of Speedtest.Net; when I saw that, I didn't bother to use it long enough after that to figure out what else it was breaking).
I am currently using a configuration profile generated with the Configuration Utility in order to work around the internet access problem. It works fine for that, and I had no problem setting that up. I've had no problem with the service and no problem with configuring it provided that I had a place to enter the values that needed to be configured.
Back when I used the iOS 5.x modified-iTunes-backup procedure to modify the APNs, I found that all I needed to do was to change any of the default AT&T APNs to the "att.mvno" one and leave everything else the way that AT&T had already configured it for their service (including all of the default MMS values). So I haven't been using the Straight Talk supplied web proxy since day 1, and it's worked just fine. MMS used to work fine, too.
The thing that galls me about the MMS problem from a practicality perspective is that a friend of mine who doesn't own an iPhone could send me an MMS message, and not only would I never know that they sent it, but they would never know that I never got it. From their perspective, it was successfully sent, and nothing got kicked back to them. From my perspective, nothing ever showed up.
Yeah, I truly don't understand at all why my 4S refuses to access data unless I put in the proxy. StraightTalk says I don't need to, other people on the Internet say I don't need to, but my own experience shows me it simply doesn't work without it. I haven't got the slightest idea why.
I also can't for the life of me imagine why the iPhone config utility doesn't have fields for MMS. It seems like such a strange and pointless omission.
Apple has zero incentive to make life easier on those switching carriers to budget carriers. Nothing bizarre or pointless about that. For every guy like you, there's 100 others who will never switch over. This keeps Apple partners like AT&T very happy. Also less support load for apple geniuses.
Well, that all depends on what Apple's internal corporate culture's value system is, doesn't it? If they want to continue to give off the impression that the end-user is their direct customer and that they prize that end-user's experience above all else, then they need to distance themselves from things like this.
I think that Apple has worked very hard to cast this image of themselves as the champion of the end-user. If that's the case, then they need to start proving it with mobile devices like the iPhone, which occupies a market segment where users have traditionally not been regarded as much more than pawns. I feel as though Apple here is treating this situation like their ongoing business relationship with AT&T and other carriers is more important than satisfying the needs of their customers whenever the two are in conflict. I suspect that Apple wouldn't want that kind of press.