I don't really consider a pair of 22g proprietary. The one benefit is that it is 600v rated, so it can be in the box. The only reason the leads come out over the top is in case the AHJ wants to be a pain or if 300v wire is used. So CAT5 will work just fine, it is just not recommended. OTOH, wire is cheap so running CAT5 in addition to the proper wiring would not cost that much extra. As to the keypad wiring, most of the lighting systems use this (2x22, 2x18) wire.
The dimmers most certainly report status to the processor when operated locally. Otherwise there would be no way to use them to trigger other functions or update keypad LED's etc. The processor knows the state of every dimmer in the system at all times.
The wiring uses regular 3 way wiring, but you need to use the Maestro Remote Dimmer. You can't use a regular 3 way switch. One nice thing about the way they wire up is that there is always a hot feed in every box. In my house, I used this hot feed to put a keypad (I have a wireless system so my keypads are HV) in the middle of a multiway circuit. The dimmer can be at any point in the circuit which helps with derating. For example, if you needed to put 3 dimmers in a box, you could move one dimmer to an alternate location and not have to derate for that dimmer.
One other nice thing about Lutron is you can seamlessly mix wired and wireless. So if you needed to put in a dimmer after the walls were closed up, you could use a wireless one and the system would integrate it as if it were wired.
I was surprised at the cost of the ALC/OnQ dimmers. Lutron dimmers are not that much more and yes, you get the prettier keypads.