Here is what an actual comics proof looks like.
Proof is a specific term that refers to a prepress run of the printing of a work: in comics, it is usually a blue line. In comics publishing, usually a few are made and are printed only in blue ink.
Higher end proofs closely resemble the final printed work. I have one (and only one,) color proof of the Orbiter graphic novel, for example. Probably no more than 3 or 4 were ever made. Proofs are used to check for mistakes.
I have scanned one blue line proof to show you. Most of the time, comics proofs like this don’t get made anymore because proofing is done digitally.
A photocopy of a book would not be a proof. They are simply copies made on a photocopy machine. Usually, you make photocopies of the work in case anything gets lost in the mail. You might make extra photocopies to send out to friends so they can see your stuff or take to a show to let the fans see it.
But it’s not a proof. It’s a photocopy. Photocopying and proofing are not the same process, and a photocopy may not have had any part in the production of a comic.
As you can see, a proof is very distinctive and since only a few would likely be made for the run of a comic book, and most comics don’t even get proofs anymore, a proof can be collectible. It is a unique item used during the production of a comic.
A photocopy: not so much. There may be dozens or hundreds of copies and it is very easy to make copies of copies of copies. The copies may not even have been made directly from the original.