As you may know, the default setting for new SCOM agents is that proxy is disabled. You can enable this agent by agent in the console, or even use script automation. But as more and more management packs require this capability to be enabled (e.g. Active Directory, SharePoint, Clustering, etc.), it makes really more sense to just enable this by default. In order to achieve this, just connect to a SCOM Management Server and run these PowerShell commands.
Set-DefaultSetting -Name HealthService\ProxyingEnabled -Value True