I guess mostly because of the complex structure of the shipping interfaces, when creating a WS proxy SAP will create structures for all fields, nested levels etc, which is a bit of a pain to work with when filling it with data, and reading it back again. Since we normally only use a fraction of all fields, it's easy to "hardcode" many of the fields and structures, or even omit them, when creating the Simple Transformation. I am sure there are many situations where the WS proxy stuff is superior, but for this specific case I feel more comfortable with the transformations and manual http calls.
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