Unless the proxy is configured to handle some content types differently to others, it will be treating them all the same.
The obvious thing to check/rule out is missing files or incorrect permissions, though it could also be that static ascii files are being gzipped and that's tripping it up, or if there's a minifier plugin that does local requests on a misconfigured hostname, or a CDN using a subdomain that isn't proxied.
Manual HTTP requests through PuTTY and/or curl are a useful way to figure out what's actually going on. |