Do Mac Network Locations Switch Proxies When Wi-Fi Changes?
A saved network location is a setup you select. Matching an SSID and choosing a proxy automatically requires another mechanism.
Not simply because you saved a location called “Office.” A macOS network location groups network settings for you to select; its name does not create a rule that activates it whenever the office SSID appears.
If manual switching is enough, preserve the original location and create an alternative through the supported network settings interface. Select the intended location when you change environments. Check the active network service too: a saved Wi-Fi configuration does not determine another Ethernet service's settings.
If switching must be automatic, the requirement includes a decision mechanism. A PAC policy, supported device-management arrangement or network-change integration must decide what to select and what happens when the expected signal is absent.
Do not make a familiar SSID the whole decision. It does not authenticate the network or prove that the office proxy is reachable. The automation needs an intended network identity, a usable route and a proxy policy that the participating clients actually consume.