No it should forward you. Because if you had a 20 Mbps connection and you select a 1 MB test file your end result is going to be much higher then your actual connection is and then little 14 year olds like to cheat and do the my hole connection is faster crap.
It also helps if you have a person who doesn't know much about speed tests and they run a 1 Mb file on there 50 MB comcast connection they would get a much higher result then they were suppose to. Forwarding helps to stop false results.