Why can we see the Pillars of Creation, but not Proxima B?
First, let's talk about size. The Pillars of Creation aren't just "giant gas bubbles"; they're clouds of gas and dust four light-years long. That's enormous, about 36,000,000,000,000 kilometers. Proxima Centauri b, on the other hand, has a diameter of 0.8-1.4 Earth diameters; one Earth diameter is approximately 12,700 kilometers. That's miniscule, in comparison.

Let's look at the angular diameters of the objects. The general formula is
$$\delta=2\arctan\left(\frac{\text{diameter}}{2\cdot\text{distance}}\right)$$
where the angular diameter is in radians. The Pillars of Creation are 6,500 light-years away, conservatively, giving just them an angular length of $3.52\times10^{-2}$ degrees. Proxima Centauri b is 4 light-years away, with an angular diameter of about $2.02\times10^{-8}$ degrees. 6 orders of magnitude is nothing to sneeze at.

Additionally, the Pillars of Creation are located in an emission nebula. Light from the young stars that have just been born ionizes gas in the Eagles Nebula, which in turn emits the light. The dark gas and dust in the Pillars of Creation stands out quite sharply in all of this, making it easy to see.