Why some videos charge when I have proxy off?

[ScriptSlayer0]

I don't know why some videos charge very fast and other ones very slow or the app try to charge it but it can't.
I have tried with several instances but it happens the same result, that's why I'm asking here.
I know charging on YouTube servers directly is more fast, but sometimes with the proxy it is not possible charge successfully than without the proxy.
(If someone read this and can you explain me why or some reason because does happens, that it could be helpful)