Proprietary means ownership by a specific person or company, protected by law, patent or copyright, or operated as a private business for profit.
In the broadest sense, all subscription databases are proprietary. Only those who pay may use them. In the more narrow sense, a proprietary database contains proprietary data such as military intelligence, state secrets, trade secrets, sensitive personal information, data sealed from release by a court order, data collected as part of a cooperative agreement with an entity that limits the rights of distribution, etc.
APA Blog states:
Do not include database information in the reference unless the journal article comes from a database that publishes works of limited circulation or original, proprietary content, such as UpToDate.