Proximity does not open the door to exit the garage
As indicated in the Proximity section of the App, this feature only opens your door when you return home, and you go from the state of “away from home” to “at home”.
To exit the garage, in addition to activating it from the app or from your car's screen, you can activate the integration with your favorite assistant and ask by voice:“Hey Siri/Google/Alexa, open the door.”, without having to touch your phone. 😎