Chrome was designed to be as simple and easy-to-use as possible; part of this initiative involved being immediately compatible with most corporate set-ups (eg, IE users on a company intranet) so a decision was made to use Windows' proxy configuration settings out of the box.
True, they could have provided a setting that you can enable/disable/override within their options page instead of using a switch. May be there is design decision behind this.
You can actually override the proxy settings yourself via command line switches, however-- look through this page and search for "proxy": http://peter.sh/experiments/chromium-command-line-switches/