I would suggest you to use Modustoolbox instead of WICED studio, since it is the latest preferred software environment for embedded Bluetooth application development. Latest features and bug fixes will be applied to the Modustoolbox and it's BTSDK more frequently. https://www.cypress.com/products/modustoolbox-software-environment
Modustoolbox & BTSDK also supports CYW920735Q60EVB_01. Please see below for the related mesh applications for this platform.
Regarding your question, the GATT Proxy feature is required to keep the connection with the legacy Bluetooth device such as a smartphone. But it is not necessary to provision the mesh device. After provisioning, the device goes to disconnected state if the GATT proxy feature is not supported by it. Please see the below description as well.
BLE Mesh networks relay messages over an advertising bearer. The Proxy feature is the ability of a node to relay messages between the GATT (General ATTribute) and advertising bearers. This feature allows devices, such as smartphone, that support BLE but not BLE Mesh, to communicate with a Mesh network. A Proxy Node is the entry point into the Mesh network for those devices that don’t directly support BLE Mesh. Any node that supports the Proxy feature can act as the interface for a smartphone/PC over a GATT connection.
Please see the mesh getting started guide here - https://www.cypress.com/file/473921/download
Please check the Cypress BLE mesh page for complete information and documentation. -https://www.cypress.com/products/ble-mesh