I think this rule regards your use of an AP in the course of communications with them, not your use of an AP in general. It's part of the whole "know your customer" thing. IOW, you can hide from others all you like, but you can't hide from your banker. 
It has nothing to do with "know your customer". When you log into the site you have to provide your credentials. I think it is more likely that they try to use IP addresses to detect fraud. With IPv4 addresses running out in the next 2 years, more and more users are going to be using shared IP addresses until they make the leap to IPv6. I don't see how they are going to distinguish between ISP-level NAT and an annonymising proxy.
If I set up my router to tunnel all HTTP traffic, I would have to take specific steps to avoid using my "proxy." I suppose the easiest way of doing it would be to leave HTTPS traffic alone (since it is supposed to be encrypted and authenticated anyway). Paxum appears to use HTTPS by default.