Proposers being able to build a block locally is not necessarily a property that will always hold true, for example it wouldn’t in ePBS with smoothing or burning or anyway what is sometimes referred to as “consensus bids”. Censorship resistance can also be decoupled from choosing the winning bid, for example by having forward inclusion list proposers that are separate from the actual proposers.
Imho, the main reason why proposers are necessary is simply that our consensus protocol doesn’t work without the coordination provided by proposers. We can have very nice provable security properties for LMD-GHOST-like protocols, but they entirely depend on this coordination. If you were to just have attesters vote without it, the protocol becomes extremely vulnerable to balancing attacks.
Also, choosing the winning bid is not the only responsibility of proposers. They also make the beacon block part (including attestations, deposits, withdrawals etc…), and you don’t really want to auction that off.