That's because Mediawiki software can only CheckUser for IPs and doesn't track other headers. It doesn't try to read a MAC address (anyone know how a site can do that? I've heard it needs Java or Shockwave).
Finally, they started doing some better CheckUser improvements....
http://bugzilla.wikimedia.org/show_bug.cgi?id=8290Generally people can evade bans. Even without proxies, they can just use a different ISP.
This post has been edited by LamontStormstar: