It looks like the files npm uses to edit its config files are not created on a clean install, as npm has a default option for each one. This is why you can still get options with npm config get <option>: having those files only overrides the defaults, it doesn't create the options from scratch.
I had never touched my npm config stuff before today, even though I had had it for months now. None of the files were there yet, such as ~/.npmrc (on a Windows 8.1 machine with Git Bash), yet I could run npm config get <something> and, if it was a correct npm option, it returned a value. When I ran npm config set <option> <value>, the file ~/.npmrc seemed to be created automatically, with the option & its value as the only non-commented-out line.
As for deleting options, it looks like this just sets the value back to the default value, or does nothing if that option was never set or was unset & never reset. Additionally, if that option is the only explicitly set option, it looks like ~/.npmrc is deleted, too, and recreated if you set anything else later.
In your case (assuming it is still the same over a year later), it looks like you never set the proxy option in npm. Therefore, as npm's config help page says, it is set to whatever your http_proxy (case-insensitive) environment variable is. This means there is nothing to delete, unless you want to "delete" your HTTP proxy, although you could set the option or environment variable to something else and hope neither breaks your set-up somehow.