I don't expect people will spread out over thousands of relays. Things naturally gravitate towards centralization. We don't all use thousands of different web browsers or even thousands of different email providers (anymore)... people learn which ones are the best and people naturally gravitate to and centralize upon those.  The same will be true of relays.  Most people will use the main group of 40 or so relays (which might even whittle down to 10 or so over time, who knows) that everybody knows work well.  And that begs the question "they why bother with the outbox model?"  Because the outbox/inbox model allows that 5% of people who want to do their own thing, to roll-their-own, to have custody of their own notes, to be sure they are not being censored, to do so without losing their audience.

I hope the fan-out never gets crazy large. I hope I'm right that most people will naturally tend toward using the same popular relays. But if it does get large, I think proxy solutions are going to be the way to manage it.

I didn't realize filter.nostr.wine was such a thing, or that you were involved with it (so much going on in nostr to keep track of who is doing what).