What is there to focus on?
You don't want a negative in the negative carrier - otherwise there would be an over-lying image.
And the edges of the empty carrier should be outside the area of the photographic paper.
I guess if you are focusing somewhere near where the negative would be, you are assured that you won't be imaging the light source with your contact proof sheet, but I've never had problems with that.
If you standardize your contact proof sheet process - set the enlarger to a particular height and use the same carrier and lens and aperture to the same settings each time, focusing on the edge of the carrier will help you ensure that you are using the same effective aperture each time, so that is one argument for focusing.
But outside of that, I just normally set it up to cover just a bit more area than the proofing easel, and go ahead.
When I'm being methodical, I add an enlarging meter (Ilford EM-10) and the other variables to set the light level to a standard and then work from that.