Using a PHP proxy to bypass the same-origin policy for XMLHttpRequest can have several disadvantages:

1. Increased server load: Every request made through the proxy will be handled by the server, increasing the server load and potentially affecting the performance of the server.

2. Increased network latency: Using a proxy adds an extra step to the request/response cycle, which can increase network latency and make the application slower.

3. Security risks: Depending on how the proxy is implemented, there may be security risks associated with it. For example, if the proxy does not validate the incoming requests properly, it could be vulnerable to attacks such as cross-site scripting (XSS) or cross-site request forgery (CSRF).

4. Maintenance overhead: Implementing and maintaining a proxy adds an extra layer of complexity to the application. Any changes to the application or the environment may require changes to the proxy as well, which can increase the maintenance overhead.

5. Compatibility issues: Some browsers or networks may block or restrict requests made through a proxy, which can result in compatibility issues.

Overall, while a PHP proxy can be a solution to bypass the same-origin policy, it is not recommended as a long-term solution due to the potential disadvantages listed above. It is generally better to find a more secure and scalable solution, such as using a cross-origin resource sharing (CORS) or JSONP.