MLLM-based mobile GUI agents have made substantial progress on short-horizon tasks, yet remain unreliable on long-horizon tasks that require retaining intermediate facts across many steps and app transitions. We attribute this limitation to ReAct-style prompting, which passively accumulates per-step records, leading to prompt explosion and dilution of critical cross-app facts. To address this, we introduce MemGUI-Agent, an end-to-end long-horizon mobile GUI agent with proactive context management. MemGUI-Agent is built on Context-as-Action (ConAct), which casts context management as first-class actions emitted by the same policy that selects UI actions. Instead of passively appending history, ConAct maintains three structured context fields: folded action history, folded UI state, and recent step record, preserving critical UI facts while keeping context compact. To make proactive context management learnable across model scales, we construct MemGUI-3K, a 2,956-trajectory dataset with full ConAct annotations for supervised training and offline analysis. Training an 8B model on MemGUI-3K produces MemGUI-8B-SFT, an 8B MemGUI-Agent that achieves the best open-data 8B performance on MemGUI-Bench and generalizes to the out-of-distribution MobileWorld benchmark. Code, data, and trained models will be released at https://memgui-agent.github.io/.