Comment 6 for bug 977178

Markus, the job that downloads the files is run in the same context as the rest of the package manager; so if packages are being downloaded using the proxy configured in /etc/environment (as opposed to, say, the apt proxy setting which is automatically managed by the same option in the desktop config dialog), it should work.

How are you invoking the package manager? A workaround is almost certainly possible for your case, but it will depend on you're doing the package install - and there may be some bugs here as well.