And if Protestants “feel badly” because you pray for their dead ones in Purgatory, or nonbelievers “feel badly” that you pray for their conversion???
You have no right to “feel” anything about what Mormons do by proxy for those who are deceased. You haven’t any real right to even think about it, beyond the abstract fact of being aware it is one of their religious practices. No physical or emotional coercion is being exerted upon you nor upon the deceased by the pious-if-misguided act of proxy baptism.
And the understanding of LDS about the afterlife is that the non-LDS deceased are in a ‘Spirit Prison’ from which they can gain release at judgement day–IF they accept in Spirit Prison the LDS gospel and IF someone has performed on their behalf certain ‘ordinances’ including baptism, which one can ordinarily only receive in this lifetime. God, presumably will either know of Himself for whom such ordinances have and have not been performed–or He will have free access to the LDS Church genealogical records.
No one who receives proxy baptism is supposed to be counted as members of the LDS Church, so such practices do not inflate their memberships figures. One’s free will is fully preserved in the afterlife so that no one who is ‘baptised’ by proxy is in any way compelled to become Mormon in the afterlife. To the contrary, most Mormons understand that those who are to some degree culpable in their own right for not receiving the LDS gospel on Earth will find it correspondingly difficult to receive that gospel in Spirit Prison. No details are given as to why this is, but it is a commonly-expressed view.
If Mormon eschatology turned out to be true, proxy ordinances would be a lovely act of kindness, often extended to absolute strangers. I think I would be warmed by the love that such an act represents rather than ‘feeling badly’ that it is being performed.