Comment 1 for bug 215694

I have the same problem. Trying this behind a proxy.
As you can see in the wireshark output, only one request is made and no request is made for the .gpg file.
wireshark output:

GET http://changelogs.ubuntu.com/meta-release HTTP/1.1
Accept-Encoding: identity
Cache-Control: No-Cache
Connection: close
User-Agent: Python-urllib/2.5
Host: changelogs.ubuntu.com
Proxy-Authorization: Basic basicauthisdumb
Pragma: no-cache
If-Modified-Since: Tue Apr 29 19:01:56 2008

HTTP/1.1 304 Not Modified
Date: Tue, 29 Apr 2008 19:52:27 GMT
Server: Apache/2.0.55 (Ubuntu) mod_python/3.1.4 Python/2.4.3
Last-Modified: Thu, 24 Apr 2008 12:25:57 GMT
ETag: "29401e-cbb-8d27ff40"
Accept-Ranges: bytes
Cache-Control: max-age=7200
Expires: Tue, 29 Apr 2008 21:52:27 GMT
Content-Type: text/plain; charset=UTF-8
Connection: close
Age: 0