To allow proxy functionality on privileged ports or to run the CNCF conformance tests yourself, you must edit the security groups for your control plane and the nodes. The security group on the nodes' side needs to allow inbound access for ports 0-65535 from the control plane, and the control plane side needs to allow outbound access to the nodes on ports 0-65535.
https://docs.aws.amazon.com/eks/latest/userguide/sec-group-reqs.html