The short answer is, no you shouldn't be concerned.
As a ReachLocal marketing partner for several years, I've run dozens and dozens of campaigns (including my own) and have never had, or heard of, a ReachLocal proxy (mirror)site having any effect whatsoever on a original site.
I'm more on the marketing side rather than a technical person, but it's my understanding that ReachLocal does not let the proxy sites be crawled by the web browsers at all. The whole idea of the proxy site is that it enables tracking of leads (phone calls, emails, downloads) that "exclusively"originate through the ReachLocal advertiser's pay per click campaign. It does not track visits or leads that come through normal search results or any other source because your original website is accessed from these sources, not the proxy site.
As far as I am aware the proxy site is not hardwired into the regular site in any way. I always have to let ReachLocal know when there has a been a change on original websites so that they can update the proxy site. ReachLocal will not make any changes to the proxy website, except to add the proxy phone numbers and route emails through a proxy email so they can be tracked. I have had clients ask to make other changes to their proxy and ReachLocal won't do it.
The purpose of the proxy site is to create an exact duplicate of the original except with tracking phone numbers and email, so that advertisers can track their results. The big boys have been using this technique for a long time. When you see an infomercial, that 800 number that comes up on the screen is probably being used only for that channel, probably at that time of day so the advertiser can tell exactly how productive that channel and time are in terms of generating orders. By offering proxy numbers and email addresses, ReachLocal is just making this technology available to smaller online advertisers.
There is no reason to be afraid of it. It doesn't impact anything else you are doing in anyway. The proxy site is hosted on ReachLocal's site and is only used to track results. Only caution, I would offer is that you should make sure that people responding through your pay per click campaign get your original phone number (all they've seen is your proxy number) in case you stop your ReachLocal campaign. In that case the proxy number disappears. I have actually had a couple of clients of mine ask for the proxy phone number to be turned off for that reason. In both cases, they wanted the phone tracking turned back on within a few days. They missed getting the tracking data.