SP2010: Usage and Health Data Collection Service Application Proxy is not started

This is a bug in SP2010.
i Created the Usage Profile Service Application Manually and it's proxy was not started.

You start it via power-shell.

Open SharePoint 2010 Management Shell as Admin
Type: Get-ServiceApplicationProxy
This will give you a list of Service Applications

then copy the id for WSS_UsageApplication and run this command:

$Up = get-SPServiceApplicationProxy | Where{$_.ID -eg "Paste ID here"}
then
$UP.provision()

Refresh your Service Applications page and it should be started.