I don't know if it's a graphical bug or not but I don't think it's normal.
Step to reproduce the issue :
Configure internet proxy setting on general option -> internet proxy -> use the following internet proxy settings -> configure it -> validate
Configure internet proxy setting on general option -> internet proxy -> Do not use internet proxy -> validate
Then if I go to the default proxy -> properties -> internet proxy I see proxy is configured and not "do not use internet proxy" and with the information message I don't know exactly what is the real configuration


If on general configuration I just modify some settings like internet host proxy, I can see the updated configuration on the properties of the proxy