The extreme versatility of two-dimensional van der Waals (vdW) materials derives from their ability to exhibit new electronic properties when assembled in proximity with dissimilar crystals. For example, although graphene is inherently non-magnetic, recent work has reported a magnetic proximity effect in graphene interfaced with magnetic substrates, potentially enabling a pathway towards achieving a high-temperature quantum anomalous Hall effect. Here, we investigate heterostructures of graphene and chromium trihalide magnetic insulators (CrI$_3$, CrBr$_3$, and CrCl$_3$). Surprisingly, we are unable to detect a magnetic exchange field in the graphene, but instead discover proximity effects featuring unprecedented gate-tunability. The graphene becomes highly hole-doped due to charge transfer from the neighboring magnetic insulator, and further exhibits a variety of atypical transport features. These include highly extended quantum Hall plateaus, abrupt reversals in the Landau level filling sequence, and hysteresis over at least days-long time scales. In the case of CrI$_3$, we are able to completely suppress the charge transfer and all attendant atypical transport effects by gating. The charge transfer can additionally be altered in a first-order phase transition upon switching the magnetic states of the nearest CrI$_3$ layers. Our results provide a roadmap for exploiting the magnetic proximity effect in graphene, and motivate further experiments with other magnetic insulators.