Is the iPhone XR proximity sensor new?

Every iPhone model has had a Proximity Sensor and has nothing to do with number tones. It's the sensor which senses your face up against your phone when you are on a phone call and turns the screen off from unintended interaction with the screen while you are on a call.

If I'm not understanding your question, please provide more context.

I wonder if they mean the proximity sensor isn't working and they are hearing DTMF tones because their face is pressing buttons on the keypad.

Robn1712, please clarify your issue.

A red dot means the microphone is in use, which is absolutely required to have a phone call. The red dot has nothing to do with anything else other than letting you know the microphone is active.

If you still pressing buttons while speaking on the phone, you may need to angle the phone closer to your face to ensure your screen does not become active in a phone call.

Very possible, which is why I asked if I'm not understanding the question to please provide more context.