There are two very different situations wearing the same technical clothing, and conflating them causes problems that aren't engineering problems.
Automating your own application, or a customer's with their permission, is uncontroversial. You don't need stealth, you don't need residential proxies, and you shouldn't pay for either. Pick on observability and session ergonomics.
Automating a third-party site you don't control is different. Bot detection, Cloudflare, Akamai, DataDome, PerimeterX, will be in the way, and evading it is an arms race that never ends. It may also breach the site's terms of service, and depending on what you collect and where you operate, may raise legal questions well beyond an engineering decision. Get advice before building a business on it rather than after.
Between the two sits the common agent case: your user asks the agent to do something on a site where the user has an account. That's usually fine, and the practical issues are credential handling, use scoped, short-lived credentials, never store the user's password where the agent can read it, and making the agent's actions auditable, which is another argument for session replay.