Exactly, LWP::UserAgent for a proxy server is to slow.
My benchmark with some user agents (LWP::UserAgent, LWP::Simple, HTTP::Lite, WWW::Curl::Easy and Furl):

 Test 1: run on localhost, ideal case for no network latency, no cache
 URI: http://localhost, GET method 
 Compare COUNT: 10000
Benchmark: timing 10000 iterations of Furl, curl, lite, lwp, lwp_simpl
+e...
Furl: 5.90996 wallclock secs (1.92 usr + 0.62 sys =  2.55 CPU) @3926/s
curl: 6.10753 wallclock secs (1.16 usr + 1.70 sys =  2.87 CPU) @3487/s
lite: 5.68429 wallclock secs (2.53 usr + 0.55 sys =  3.09 CPU) @3240/s
lwp: 16.2804 wallclock secs (12.20 usr + 0.50 sys = 12.70 CPU) @787/s
lwp_simple: 16.7128 wallclock secs(12.92 usr + 0.54 sys = 13.46 CPU) @
+ 742/s

             Rate lwp_simple     lwp    lite    curl    Furl
lwp_simple  743/s         --     -6%    -77%    -79%    -81%
lwp         788/s         6%      --    -76%    -77%    -80%
lite       3241/s       336%    311%      --     -7%    -17%
curl       3488/s       369%    343%      8%      --    -11%
Furl       3926/s       429%    398%     21%     13%      --
[download]

Test 2: run on internet, real case with network latency, cache active 
+on remote server
URI: http://google.de, GET method
Compare COUNT: 1000
Benchmark: timing 1000 iterations of Furl, curl, lite, lwp, lwp_simple
+...
Furl: 99.9638 wallclock secs (0.75 usr + 0.52 sys = 1.27 CPU) @790/s
curl: 42.9186 wallclock secs (0.24 usr + 0.39 sys = 0.63 CPU) @1580/s
lite: 14.2738 wallclock secs (0.48 usr + 0.24 sys = 0.72 CPU) @1391/s
lwp: 102.792 wallclock secs (3.88 usr + 0.44 sys = 4.31 CPU) @231/s
lwp_simple: 432.2 wallclock secs (3.73 usr + 0.48 sys = 4.22 CPU) @237
+/s

             Rate     lwp lwp_simple    Furl    lite    curl
lwp         232/s      --        -2%    -71%    -83%    -85%
lwp_simple  237/s      2%         --    -70%    -83%    -85%
Furl        790/s    241%       233%      --    -43%    -50%
lite       1391/s    500%       487%     76%      --    -12%
curl       1580/s    581%       567%    100%     14%      --
[download]

LWP::UserAgent and LWP::Simple use the same ground, hence identically performance.
Furl, Curl and HTTP::Lite achieve good performance for requests on localhost (test 1).
On real live (test 2), all agents note a performance decrease at least %50:
LWL -70%, Furl -80%, HTTP::Lite -58% and Curl -55%
Furl is the real drama, but still is better as LWP. I thing HTTP::Lite and Curl make a very good figure and must earn more recognition, especially HTTP::Lite.
Note: The test use only the GET method, perhaps on POST the image is different.

Josef