Hi Dilip,
Interesting question.
I think your question is based more on ECC oubound scenario since we do have IDoc adapter and XI adapter for inbound communication.
My few cents: IDoc communication is based on integration between SAP systems. Since PI as a a middleware is tightly coupled with ECC, the IDOc message can be sent directly to the receiver system (in this case PI). This IDoc message can be sent to other ECC systems as well.
In case of proxy, the interface is exposed to ECC and available as a client proxy and the data structure is available to the local integration engine (which is the PI system) when the proxy is generated. This call is facilitated by an HTTP connection. So again the communication is between 2 ECC systems.
In case of RFC, an RFC adapter facilitates a TCP/IP call to an ECC system. It can be from PI to ECC or ECC to PI and from PI to PI's ABAP stack.
Also an RFC adapter can also be used with non-SAP systems as well and hence the need for connection parameters and login credentials.
In such a case, the connection parameters of the systems are required and that's one reason why an RFC adapter was created probably.
Hope it helps!
Ambrish