The only issue I would see with this is that if the reverse proxy does not allow the manager to contact the agent on their true IP address.
However, the only time the SCSP manager calls out to an agent is when there is a policy waiting for an update on UDP 2222. When the agent/client machine gets this notice, it immediately checks in with the manager. Note that this is an optional feature, as by default clients are configured to contact the manager every 300 seconds (5 minutes).
So, if the agents cannot be communicated to through the proxy, any new policies will be applied the next regular check-in interval. Policy application will take longer.