$\newcommand{\cl}{\operatorname{cl}}$Check the axioms from this answer. It’s immediate that $P_0$ and $P_2$ are satisfied. Suppose that $A\delta(B\cup C)$; then $\varnothing\ne\cl A\cap\cl(B\cup C)=\cl A\cap\big(\cl B\cup\cl C\big)=(\cl A\cap\cl B)\cup(\cl A\cap\cl C)$, so at least one of $\cl A\cap\cl B$ and $\cl A\cap\cl C$ is non-empty, and $A\delta B$ or $A\delta C$; thus, $P_1$ is satisfied.
$P_3$, however, becomes $\cl\{x\}\cap\cl\{y\}=\varnothing$ iff $x\ne y$ in this setting; for this you want $X$ to be $T_1$.
$P_4$ is also problematic. If $A\bar\delta B$, then $\cl A\cap\cl B=\varnothing$. We want to find $C,D\subseteq X$ such that $A\bar\delta C$, $B\bar\delta D$, and $C\cup D=X$, i.e., such that $\cl A\cap\cl C=\cl B\cap\cl D=\varnothing$ and $C\cup D=X$. Setting $U=X\setminus\cl C$ and $V=X\setminus\cl D$, we see that this requires finding open sets $U,V\subseteq X$ such that $\cl A\subseteq U$, $\cl B\subseteq V$, and $U\cap V=\varnothing$, so for this we want $X$ to be normal.
You do get a proximity if $X$ is $T_4$.