Detach proxies, not just switch off.
Sometimes one doesn't merely want to switch off the proxies, but actually destroy the relationship between the clips in premiere and those proxy files.
If you simply move or delete those files, Premiere freaks out about it and tells you it can't find them every time you open a project. There's no way to tell it not to expect them even after clicking 'offline all' for a given session.
Also, the proxies REALLY mess up the project manager so until that can be fixed, one way around that would be remove their existence from a project altogether so the project manager can't be confused by them.
trent happel commented
Sorry for the wait, but Detach Proxies is now added to Premiere Pro 14.3.1.