You're confusing open relay and open proxy.
You can fake some of the header info with an open proxy, but you can't with an open relay.
Very little spam is sent through open proxies and those are also tracked in RBLS.
I'll still stand by my statement. A mailserver configured as an open relay will be found by the spammers and exploited, and will be blacklisted by all the major RBL's within 48 hours.