As far as I can see there is no difference in configuration. The only distinction I can see is the "use case", as N-Way supposed to accept writes on all Masters, but Mirror only on one at a time.
There are configuration differences (see the Admin Guide for the needed snippets; N-Way requires MirrorMode and then some) but yes, MirrorMode requires writes to go to only one node at a time.
This is not clearly stated anywhere, so do they really differ only in proxy/balancer in front of Mirrors?
Well I'd say that's a pretty big difference, wouldn't you? :)
If so, why can't I do 3 Mirrors with proxy/balancer in front?
You can have multiple replicas, you just have to ensure writes only go to the current master.