Comment 4 for bug 983559

Sorry, but this is by design. See bug #979477 for the reasoning.

We need to have consistent behavior for how we handle proxies for data downloads; pointing at the apt proxy for downloading things that are not .deb packages (and not packages that are part of the redistributable archive) is going to cause failures in some configurations. The only generally correct solution here seems to be to use the system's proxy settings, instead of the apt proxy settings.

So you can specify a system proxy by setting the http_proxy variable in /etc/environment. Depending on how you're gaining root privileges for apt, you may still run into problems due to bug #982684, which will hopefully be fixed soon.