Many are "compensated" (in the way of software they didn't pay for), so the real question is that of disclosure (in which case many software vendors check the box in the most minimal way possible by including it as fine print during the install)
Also, as a website owner, these residential proxies are a real pain. Tons and tons of abusive traffic, including people trying to exploit vulnerabilities and patently broken crawlers that send insane numbers of requests, and no real way to block it.
It's just nasty stuff. Intent matters, and if you're selling a service that's used only by the bad guys, you're a bad guy too. This is not some dual-use, maybe-we-should-accept-the-risks deal that you have with Tor.
If they're lucky. Sometimes people have their doors kicked in by armed police.
No, the question is not just disclosure. People have their bandwidth stolen, and sometimes internet access revoked due to this kind of fraud and misuse - disclosure wouldn’t solve that