It would be nice, but nntp usage seems to be in decline, so it may not be high on the list. Here in NZ, most of the ISPs have trouble maintaining a reliable nntp server.
There is an open source nntp caching proxy that might make a nice additional proxy - NewsCache. NewsCache homepage (I don't know how active the project is.)
Hopefully, as long as you weren't retrieving multi-part binaries, the performance would be acceptable with virus scanning enabled.