What is the purpose of behavior management in early childhood education settings, and why it is important to think proactively?

In the classroom setting, behavior management is also sometimes called "classroom management." Regardless of what you call it, the end goal is the same: an educator seeks to manage student behavior so that effective learning can happen. There is no one way to effectively implement behavior management strategies. Behavior management can be accomplished through modeling, rewards, or punishments. In early childhood education, behavior management is mostly about how to behave and operate in a classroom setting. It teaches students what is and what isn't appropriate classroom behavior.
Regarding the proactive part of the question, I see two possible answers. It's important for a teacher to be proactive with behavior management because it shows intentionality on the part of the educator; being proactive means that you are working in anticipation of potential problems. Proactive behavior management allows a teacher to avoid future problems because the students are being taught intentionally how to behave. Being proactive about behavior management also allows the educator to focus on modeling and rewarding proper behavior instead of reacting to negative behavior and always issuing out punishments.

In terms of academics, consider the expectations we often have of young children when they first enter the school system. Educators would not typically assume that children already know how to read, write, and solve math problems. When it comes to academic skills, educators provide step-by-step instruction, provide plenty of opportunities to practice, and reteach when necessary. However, we often assume that children enter schools already knowing how to "do school" behaviorally. It is interesting that behavior is not often considered in the same terms as academic skills.
In early childhood settings, being proactive involves teaching social and emotional skills to young students. Just as educators teach children academic skills, we should apply the same concepts to behavior. First, children need to be told how they should behave in specific terms. Second, appropriate behavior should be modeled. Next, they need multiple opportunities to practice those behaviors with positive rewards when targeted behaviors are achieved. If the specific behavior is not achieved, reteaching should take place.
Being proactive in an approach to behavior ensures that educators provide students with opportunities to be successful. For example, educators would hopefully not grade a student on his/her ability to solve multiplication problems before providing the student with the opportunity to learn and apply multiplication facts. This wouldn't be seen as a fair assessment. The same holds true with behavior. Instead of simply responding to negative behaviors, educators should teach and model the positive behaviors they expect.