Not exactly a bug, but maybe a missing feature.
I am aware that the HTTP proxy setting is solvable via
"lower level" tools, but for the sake of consistency it
would be nice if one could do it via the GUI (as it is
usual in graphical HTTP clients).
The idea could be a bit abstracted, too - a top notch
package handler tool as this is :) should incorporate
some "connection settings" functionality (I think here
mainly of mirrorselect and the http_proxy thingy).
Otherwise a very nice tool.