The most likely explanation here is that you've enabled remote connections to your Fiddler and your computer/network isn't properly protected by a firewall. As a consequence, bad guys on the networks have noticed that you're running an open proxy and they're misusing that open-proxy to mask the source of their traffic.
You should untick the "Allow remote computers to connect" option in the Fiddler Options until you properly configure your network to not allow external traffic.