Steps to reproduce:
1. Make sure your Windows PC is not on VPN
2. Go to proxy settings and set up everything like it is shown in "proxySettings.png"
3. Verify that proxy is working correctly by going to google chrome and typing following domains:
a) www.google.com - should work as expected because we added it to exclusion list
b) www.unity.com - should throw an error in chrome "There is something wrong with the proxy server, or the address is incorrect."
If your results are the same as above, then the proxy is set up correctly and you can proceed to step 4
If your results are not the same, read edit section
4. Open attached project "NoProxyIssue.zip"
5. Open "SampleScene" scene
6. Press Play
- Both requests fail ("www.google.com: Error: Cannot connect to destination host" & "www.unity.com: Error: Cannot connect to destination host")

Actual result: Unity doesn't acknowledge the exclusion list set up in Windows 10 proxy settings which results in both requests failing
Expected result: Unity should acknowledge the exclusion list and allow connection without a proxy to www.google.com (in this specific example)

Reproduced on: 2017.4.28f1, 2018.4.4f1, 2019.3.0a9