Julia Dolgova added the comment:

I compared the behavior of IE and urllib.
I put different addresses to the <proxy bypass list> ("Do not use proxy server 
for address beginning with" setting), made different requests through IE and 
urllib and watched if the proxy was bypassed.

IE doesn't even make a forward dns lookup for the hosname given to check 
whether it should bypass proxy, whereas urllib does.

For example:
proxy_bypass_list       request                          IE bypasses proxy   
urllib bypasses proxy           https://python.org/              no                  yes          https://docs.python.org/         no                  yes
ovinnik.canonical.com   https://ubuntu.com/              no                  yes

compare_ie_urllib.txt - full report

Added file: http://bugs.python.org/file46649/compare_ie_urllib.txt

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