It might help to consider that most of what cfajaxproxy is doing is acting as a wrapper for equivalents of jquery's own wrapper for making async HTTP requests.
cfajaxproxy and jquery are equivalents in this mix. Not direct mappings, but equivalents. They're doing the same job, with different implementations.
If your CFC method on the server side currently fulfils the processing requirement you have, then... yeah... it's still doing its job. You should still use it.
Remember that the CFML code doesn't know what's calling it or how... it's just being told by a web server "here... see what you make of this, and flick me back a response". It's irrelevant what the mechanism is that gets the request from the client to the web server.