Simply put, the Eagle Nebula (from which the Pillars of Creation originate) shines quite brightly, much more than Proxima Centauri (which is a red dwarf). First, we'll take a look at their absolute magnitudes (how bright an object actually is) and their apparent magnitudes (the brightness an object appears to have, based on its distance from us). Both are logarithmic, with lower numbers being brighter and higher numbers being dimmer.
The Eagle Nebula's absolute magnitude is a whopping -8.21. Meanwhile, Proxima has an absolute magnitude of 15.60. The formula relating absolute magnitudes and apparent magnitudes is:
$$M = m - 5 (\log_{10}{d}-1)$$
Where $M$ is the absolute magnitude, $m$ is the apparent magnitude, and $d$ is the distance, in parsecs. Plug in those numbers, and we find that the Eagle Nebula has an apparent magnitude of 6. Meanwhile, Proxima Centauri has an apparent magnitude of 11.13.
If we wanted to compare Proxima Centauri with the Eagle Nebula, we could use the formula:
$$v_b = 10^{0.4 x} = 10^{0.4×(11.13-6)} \approx 113$$
So the Eagle Nebula shines approximately 113 times brighter than Proxima Centauri. It's no wonder why Proxima Centauri b isn't visible to the naked eye — even its host star is too dim to see from the naked eye. Sure, the Alpha Centauri star system has other stars in it, but those are about 15,000 AU from Proxima, so they should have a minimal effect on the planet's brightness.