Comment 20 for bug 795519

/etc/apt/apt.conf not being updated is a bug in ubuntu-system-service, so please file a new one for that product.

About authenticated proxy, there is no UI indeed, and it's too late in the cycle to add it, so it will have to wait until 3.3, but for the time being people can use http://user:password@host:port URLs. It's filed upstream as https://bugzilla.gnome.org/show_bug.cgi?id=646354

About exclusion list, ditto, no UI till 3.3, but it is possible to set the list in GSettings, under /system/proxy/ignored-hosts