What you do is improve the proposal, so that the next time you submit it somewhere, the reviewers will not make the same kind of mistake. That's really all you can do. For proposals submitted to government agencies, there are generally formal appeals process, but those processes exist to protest against egregious conflicts of interest or other procedural errors. They are not designed or intended to deal with disagreements about the academic merit of a proposal, as determined by the reviewers and program officers.
It can be extremely frustrating when a reviewer misunderstands your proposal or mistakenly discounts its importance. However, you should bear in mind that the fact that the scope and significance of your proposal were misunderstood by a reviewer indicates that the exposition in the proposal was probably not as clear as it could have been—making the reviewer's misunderstanding possible.* The situation is very similar to what happens with peer review for submitted manuscripts (although the stakes are higher for grant proposals). In either case—and, indeed, in scientific communication more generally—you are very frequently going to be addressing readers and interlocutors who are not experts intimately familiar with the area of your research. It is now incumbent upon you to improve your presentation so that the next reviewer will not have the same misunderstanding. So the next time you submit this proposal, to the same funder or somewhere else, you know that you can add a clarification to avoid repeating the misunderstanding: something like, "Although it may appear that this question was resolved in Refs. [6—8], the general problem still remains open, because...." Of course, if you wish, you can forgo this kind of editing before you resubmit, but that is at your own risk.
*As xkcd has noted, communicating is never an activity that just involves one person.