To be precise, I had in mind closed-source software: the software you can't inspect with reasonable effort/time before running, to ensure that it's not malicious. And especially in case of specialized software, that wasn't inspected by others either. Though these terms seem to be used interchangeably quite commonly [1], likely because of a strong correlation.
[1] https://en.wikipedia.org/wiki/Proprietary_software
Edit: wording.