IMHO this is an incompatibility of packages titlesec and appendix. Without titlesec it works. However, you can add a generic hook to change the \section formatting with titlesec, whenever environment appendices starts:
\documentclass[12pt]{article}
%\usepackage{geometry,ulem,graphicx,caption,mathtools,natbib,xcolor,setspace,comment,pdflscape,array, parskip,booktabs, bbm}
\usepackage{titlesec}% the only relevant package beside appendix
%\usepackage{ lipsum, footmisc, color, amsthm, tikz, subfig}
\usepackage{footnotebackref}
\titleformat{\section}
{\normalfont \scshape}{\thesection.}{0.5em}{}
\titleformat{name=\section,numberless}
{\normalfont \scshape}{}{0em}{}
\AddToHook{env/appendices/begin}{%
\titleformat{\section}
{\normalfont \scshape}{\sectionname~\thesection.}{0.5em}{}
}
\usepackage[title,titletoc,page]{appendix}
\makeatletter
\renewcommand\hyper@natlinkbreak[2]{#1}
\makeatother
\begin{document}
\begin{appendices}
\textsc{Appendices.}
\section{Proofs}\label{app_sec_proofs}
\end{appendices}
\end{document}

or with : instead of . and option page instead of a handmade page title:
\documentclass[12pt]{article}
%\usepackage{geometry,ulem,graphicx,caption,mathtools,natbib,xcolor,setspace,comment,pdflscape,array, parskip,booktabs, bbm}
\usepackage{titlesec}% the only relevant package beside appendix
%\usepackage{ lipsum, footmisc, color, amsthm, tikz, subfig}
\usepackage{footnotebackref}
\titleformat{\section}
{\normalfont \scshape}{\thesection.}{0.5em}{}
\titleformat{name=\section,numberless}
{\normalfont \scshape}{}{0em}{}
\AddToHook{env/appendices/begin}{%
\titleformat{\section}
{\normalfont \scshape}{\sectionname~\thesection:}{0.5em}{}
}
\usepackage[title,titletoc]{appendix}
\makeatletter
\renewcommand\hyper@natlinkbreak[2]{#1}
\makeatother
\begin{document}
\begin{appendices}
\section{Proofs}\label{app_sec_proofs}
\end{appendices}
\end{document}

Please note, redefining \appendixname to an empty string, does not make sense, if you want "Appendix" prefixes in the table of contents or the titles, because options title and titletoc uses exactly, this \appendixname. For this reason, I've removed your \renewcommand{\appendixname}{}.
If you want to change the title "Appendices" either in the ToC or of the appendices page, see \appendixtocname and \appendixpagename in the appendix user guide.
For an alternative suggestion using scrartcl instead of article and package appendix see, e.g., this answer.
pageoption in the second example and the\textsc{Appendices}in the first example. Redefining\appendixnameto remove "Appendices" does not make sense, because\appendixnameby default is not "Appendices", but "Appendix". If you have more follow-up questions please ask a new question.. – cabohah Mar 06 '24 at 13:40