Allowing the ability to bypass DNSFilter would circumvent its purpose: filter bad or unwanted content.
Therefore, any service that provide information or a means to circumvent DNS based content filtering, such as DNSFilter, including VPN and anonymous surfing services, is blocked as a threat when the Proxy & Filter Avoidance category is enabled.
Some services viewed as a threat include Google Chrome Translate (used as a proxy for any website), and VPN solutions, as they allow the user to bypass the security put in place on the network.
With that in mind, there may be certain situations where bypassing DNSFilter is desired. Short of disabling the Proxy & Filter Avoidance category, there may be alternates available allowing you to stay in control of the security on your network while allowing services to still function . Review the Software Conflicts help article for more information.
Worried about user circumvention? The article Preventing Circumvention covers some defensive measures that can be utilized.