The lack of SVG support in the image proxy is very much intentional. This is for security reasons. SVGs allow scripting, which means they're roughly equivalent to allowing users to serve arbitrary HTML from your domain and all the things that allows (XSS, etc).
If you wanted to allow SVGs, you'd need to serve the image proxy from a separate domain with no sensitive details (cookies, etc). (You also need to make sure you haven't opened a wide CORS setting for your main site, but you'd generally have to do that intentionally.)