The proxy classes are NOT meant to mirror those of the service. This is a
fundamental misunderstanding of the Web Services platform. Here's how it
works in .NET:

When you use Add Web Reference, a query is sent to the server with "?WSDL"
tacked on to the end of it. This causes ASP.NET to create a WSDL and return
it to the client (which in this case is Visual Studio). VS uses the WSDL to
create proxy classes.

WSDL depends on XML Schema to describe the types used to communicate to and
from the web service. XML Schema has no concept of a collection. It only has
the concept of repeated elements. Therefore, the generated proxy will use an
array instead of a collection.

The Web Services platform is meant to be cross-platform. As such, it depends
on industry standards like WSDL and XSD. The consequence of this is that
you're stuck with sort of a least-common-denominator situation - you can't
have collections because some platforms don't have collections. The same
goes for all the other things you can't have, like properties, indexers,
iterators, methods on non-WebService types, etc.

There is nothing wrong with _adding_ to the generated proxy class. You can
either derive from it, or else you can add to it through partial classes. If
you want a nice, convenient, collection-based interface to the web service,
then you are free to define one on top of the implementation generated by
Visual Studio. But you should NEVER edit generated code!

This is not the case.

You should. "Web Sites" are not even a project type. They are useful for
what they're called - web sites, not for web applications.