Citrix XenMobile leverages the Apple Push Notification Service, APNS for short.
APNS uses a bunch of IP ports http://support.apple.com/kb/TS4264
The APNS IP Ports cannot Handle a proxy. Without APNS devices cannot be managed.
If you are able to open the right IP Port, directly, without the proxy, then you’re good to go.
If this is not possible, and when Proxy is a must, then the WiFi infrastructure that utilizes a Proxy cannot be used to Enroll and Manage Apple Devices.