From Wikipedia, I learn about proximities:
> The resulting topology is always completely regular.
Thus either _induced proximity_ fails to be a proximity if the given topological space is not regular. Or the generated topology may differ from the given topology.
The latter kind of failure occurs in the space $\\{1,2\\}$ with open sets $\emptyset$, $\\{1\\}$, $\\{1,2\\}$. Here, $\\{2\\}$ is closed in the _given_ topology, but in the _generated_ topology, the closure of $\\{2\\}$ is $\\{x\mid \\{x\\}\delta\\{2\\}\\}=\\{1,2\\}$ (because $\operatorname{cl}(\\{1\\})=\\{1,2\\}$).