How to unset environment variables using a bash script

I tried to use a bash script to add or remove proxies in bulk, but the script runs with confusing results.

I can add proxies in bulk using the following code. This code is saved by me in use_proxy.sh：

#!/bin/bash
PROXY="http://127.0.0.1:10889"
set_proxy() {
    export http_proxy="$PROXY"
    export https_proxy="$PROXY"
    export HTTP_PROXY="$PROXY"
    export HTTPS_PROXY="$PROXY"
    echo "代理已设置为 $PROXY"
}
set_proxy

When I run this script (bash use_proxy.sh) with the bash command, everything works fine, and running the env command does add the proxy address

But I am not able to remove proxies in bulk using the following code, which is saved in unset_proxy.sh:

#!/bin/bash
unset_proxy() {
    unset http_proxy 
    unset https_proxy 
    unset HTTP_PROXY 
    unset HTTPS_PROXY
    echo "代理已取消"
}
unset_proxy

When I use this script (i.e. run the bash unset_proxy.sh), this script does not work. When I run the env command, I still see the proxy address previously set by use_proxy.sh

Why?

I found that if the script is run using source (aka source unset_proxy.sh) it executes successfully.
So now I have a new question: why does bash unset_proxy.sh fail to unset the environment variable correctly, while source unset_proxy.sh will successfully unset the environment variable?