Of course my computer is broadcasting an IP address!!!! How the @!#& else is it going to communicate with other devices???? Do they think we're idiots or something?
With this IP address, someone can immediately begin attacking my computer, but then, that someone doesn't actually have my IP address - they only have the external IP address of my lovely firewall. My firewall then forwards any traffic to the actual IP address of my PC (via the proxy server, to be precise) without telling the outside world what my IP address is at all.