So demand is probably low and it doesn't seem as priority for MikroTik.
I don't understand why! SSTP is a protocol for typical roadwarrior or sporadic use. So, using it with a proxy is the most common scenario with the SSTP protocol (if not, you should use other VPN protocols over UDP or GRE). But, in all corporate proxies the authentication is enforced. Then, the proxy support, already implemented by Mikrotik, is completly useless if you can't authenticate with the proxy.
If you need it often, try asking MikroTik directly (not here, this is officially only user forum) and convince them that it's useful.
I'm a customer, but I don't have direct relation with MikroTik (as I purchase to a dealer in my country). Please, can you point how to request this funtion? I feel this forum is for this... or I'm wrong?