Using proxies is a personal decision that each player must make for themselves
If youre seeing 70% or more of your deck in a game, then digging two cards deeper is not that significant, and it can result in games where you have one less threat to deploy as you run out of resources
All in all, the foil slot in a War of the Spark box is worth just under $14, which is a couple of dollars more than normal, mostly because of the uncommon planeswalkers
All you really want with Lathnu Hellion is to hit your opponent once
For instance: if you had three Clues, enough mana, and all the relevant cards exiled under Lazav, you could cast Cackling Counterpart targeting Lazav, hold priority before it resolves, sacrifice a Clue to trigger Lazav to transform him into Marionette Master, hold priority again, sacrifice another Clue to trigger Lazav to transform into Octavia, Living Thesis, hold priority once more, cast Armor of Shadows, let everything resolve, then sacrifice a final Clue