This rule work fine:
;;; TRANSPARENT PROXY FOR ALL-MY-LOCAL-ADDR
chain=dstnat action=redirect to-ports=3128 protocol=tcp src-address-list=all-my-local-addr
dst-port=80

When i change src-address-list to "enabled" - there is no hits to this rule:
;;; TRANSPARENT PROXY FOR ALL-MY-LOCAL-ADDR
chain=dstnat action=redirect to-ports=3128 protocol=tcp src-address-list=enabled dst-port=80

Enabled in NAT rules means "all enabled in Firewall Address List", or i wrong?

you are wrong
src-address-list=<address-list-name>
meaning that you are specifying which address list from all available lists in '/ip firewall address-list' to use as src-address-list