Why does it require some proprietary components?

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https://www.eset.com/int/kr00k/

It would be nice if we could somehow replace all that proprietary, closed-source stuff with real "open hardware"/"open source" modules.

I agree with the rationale above about being able to upgrade the proprietary firmware. That is preferable to throwing out an entire piece of hardware.

Especially for the PinePhone's affordable price.

Even better (someday?) would be an upgradeable free/libre firmware. I don't think even Librem got that. They just settled for an older (but still perfectly acceptable) wifi+bluetooth card with a "custom firmware" written for their phone: "For getting rid of the runtime firmware we invested significantly in a custom firmware that the manufacturer made specifically for our use case.". https://forums.puri.sm/t/librem-5-wifi-specs/5900

It doesn't sound like the source is available....

https://puri.sm/posts/librem5-2018-09-hardware-report/

"For WiFi and Bluetooth radios we are currently working closely with Redpine Signal. Redpine Signal will supply us with a low power WiFi/Bluetooth solution using SDIO as the data interface. We went with Redpine Signal as their chipset does not require a firmware download at runtime like other vendors; having a downloadable firmware would violate the Free Software Foundation’s RYF requirements."

I guess that means the custom firmware was proprietary, but hard-flashed into the chip. I can't find much more info about it.

Given the apparent lack of options, I can live with it.