Marble is not using proxy settings correctly.

First it does not read proxy settings from the environment.

When you go to set the proxy the field is pre-filled with http://. If you add the proxy name you can see, using tcpdump, marble doing dns lookup with http://. Marble should remove http://from proxy name. After you drop http:// from proxy name and choose "Download New Data" from file menu you can see marble does not try to use the proxy it goes straight to kde (