Something "has proved to be X" means that experience has shown it to be so. In your example, many people have used baking soda to remove household odors, etc, and have found that it works.
Something "has been proved" usually means that some sort of scientific experiment or formal study was done and this was the conclusion.
That is, "has proved" generally refers to practical experience, while "has been proved" means formal research.
I guess that's a fairly subtle idiomatic difference.
(One could debate which is more convincing evidence: millions of people doing something every day for decades under actual working conditions, or a carefully controlled laboratory experiment. Each has its advantages.)