A caching proxy is a proxy that stores the packages, so that other calls
for the same package are serviced from the proxy instead of from the
internet.
tinyproxy, used by Qubes, does not cache.
If you have many templates using the same repositories, (many cloned
Debian templates, for example), a caching proxy will reduce network
usage, and speed updates.
I discuss one solution, apt-cacher-ng, at GitHub - unman/notes
A caching proxy can hide the number of templates you have, because a
monitor could only see one one call to the repositories - could
because you will need to ensure that calls to get the list of available
packages are also cached, and this is not the default. (If you have
repositories that change rapidly this may be an issue.)
I too use Tor extensively, but not Whonix.