No, you don't need a proxy to view the site, but the site Admin can use ISP's to help verify who is looking at your site. People can use proxies to disguise that from site admins.
Considering the shooter used cameras to detect oncoming law enforcement, it's not much of a stretch to believe he would want to disguise his web visits. He was very low key, an advantage video poker player.
What scares me the most here is that Mr. Paddock could have viewed this site using a proxy and Rob was a form of comic relief for him, helping to temporarily stave off violent impulses.