Firstly, there's no problem with mediators and commands throughout the app being interested in those notes that come directly from the Proxy.
Secondly, there's also no problem with having a mediator that listens to notes and sends out other notes.
The danger with that mediator is that it might get to doing more than a little storage and logic, things we usually avoid with a mediator. But the reason we avoid those things is that usually the mediator is tending a view component and the logic and storage end up being 'code behind' pushed into the mediator in order to 'keep the view component clean', which is an anti-pattern within the context of PureMVC.
Have a look at the StateMachine Utility
[1]. It is nothing more than a mediator that keeps the current 'application state', listens for certain notifications (ACTION/CANCEL) and in turn sends out other notifications (entering, exiting, changed announcements). When you implement the StateMachine utility you envision the states of your app and what transitions are valid. If an action note comes in that isn't valid for triggering a transition from the current state, then no corresponding outgoing notes are sent. Otherwise, exiting and entering guard announcements are sent, giving other actors a chance to cancel the transition, and then a state-specific changed announcement is sent followed by a more generic CHANGED note. It does all this in a very lightweight manner, and the result is a really orderly notification system.
Cheers,
-=Cliff>
[1] StateMachine Utility
http://trac.puremvc.org/Utility_AS3_StateMachine