Since I am no techie, and no expert, from wikipedia:
"The proximity effect in audio refers to a change in the frequency response of a directional microphone as the sound source is brought close to the microphone. The result of the change is a disproportionate increase in the bass response of the microphone."
So with some mics, the closer the mic is to the source, the bassier it sounds. This can be advantageous, or not.
If the miked sound is too bassy, then a high pass filter can be used to filter out some of the lows and decrease the bass response. Some mics have this type of "low cut" filter built-in, often switchable. Some amps designed for piezo-equipped DB have this feature too, like Acoustic Image. Just happens to work great w/ some mics for some people too.