What are they called and why are they there on all proofs? The coins look smooth and mirrored in-hand, but up close you can see what I'm talking about.
I wouldn't say that they all have them, but quite a few do. They are caused by tiny, little pits in the die. And those are caused by die deterioration which can be defined as tiny pieces of the die surface breaking away due to the repeated stresses involved with use. Think of them as die chips, but on a much, much smaller scale.
Read this thread and you'll see how and why they come about - http://www.cointalk.com/t226787/#post1696333