I personally feel very strongly against the many inappropriate “uses” the Kosel is put to, which turn it into a tourist attraction at best, and often much worse.
In this case, I just can’t see anything inappropriate with it serving as a setting for a proposal. (As opposed to, say, when kallah’s come to use it as a background for their pictures on their wedding day – don’t get me started!)
This is a completely different discussion from the appropriateness of different ways of proposing, many of which employ a levity which perhaps detracts from the seriousness and importance of what’s occurring, and is what I imagine most people really have a problem with when they say they have a problem with “proposals”.
Someone who does indeed have a problem with proposals per se should better address the main issue of the way we date, of which our proposals are only a natural outgrowth.