I mind them when it seems like someone could have found the source. Reader4 will post it if he gets the quote, but that doesn't help while you're solving it.
On the other hand, if it's something very common that we just don't know who said it first, I'd rather see Unattrib or Anonymous rather than the obscure Proverb. I have seen some random and not very pithy phrases come up as Proverb, and can't understand why they are attributed that way.
Slotted spoons don't hold much soup. - Stephen Sondheim