dmitrii The simple answer is yes . By improperly relaying or proxying SMTP you will open yourself up to a lot of pain.
Depending on your proxy, when you relay a connection to a service like postfix, the service will see the Client IP as the [local] relay address, effectively bypassing many important RBL / filtering rules needed to check the remote IP and block attacks.
I personally use HAProxy to load-balance SMTP, so you can do it pretty easily, but it needs to be tested thoroughly before you consider opening any of your services up to the public.
Packet captures (tcpdump / wireshark for example) often help to pick up connection issues before you go live. Yesterday I had a new public facing IP I had setup for a new mail service. Though only after doing a packet capture did I realise I had forgotten to add outbound routing (SNAT) rules for the new IP. For example all incoming connections were working flawlessly, but outbound traffic was defaulting to the routing IPs not the new IP.
PS: If your postfix SMTP server logs only show internal IP addresses as your source for example, then you have a serious issue with your relay.
