I’ve always liked Proxima Nova for the same reasons I like Gotham and Montserrat
— the extra-bold caps are so beefy and look so nice as headlines.
However, I don’t think any of those three typefaces work very well for body text. The geometrically round lowercase letters produce an uneven and mechanical color. Besides, they take up more horizontal space than is needed.
Even so, if their style calls for Proxima Nova, you probably ought to stick with it.