I reported this behavior properly, and I was told that I don't know what I am talking about and there was no problem. The bug I filed was then closed without the issue being fixed or addressed in any way.
I can and will make a competing reverse proxy; because ESI is important IMO, and disregarding supporting it properly is silly.
I think Varnish is great; I'm happy it exists; I think it is silly to close a reported bug on the codebase without addressing it properly. The proper address to it is to simply say "No we don't really support ESI", just as I have said "No my parser is not really an 'XML' parser, because it doesn't really follow the spec."