The "HTTP Proxy configuration" settings section is currently contained in the 'Advanced' section of the Plugin Manager.

Although this does affect plugins, this config also affects other things such as GitLab connection when used with Gitlab plugins.

We recently had an issue where Jenkins had been misconfigured because of a typographical error in this section on first setup, the plugins were checking for updates and updating correctly however GitLab connection returned a 502: Bad gateway error when testing through the general 'Configure System' page.

I feel this setting would be more useful under the generic settings section rather than hidden away in the advanced settings for plugins if it doesn't only affect the plugins, which it doesn't.  An advisory 'check HTTP proxy configuration settings' line in the Advanced section of the Plugin Manager would be a decent mitigating line