If, using gnome-network-preferences, you configure the proxy use use "automatic
proxy configuration", then you end up with something like:

  /system/http_proxy/use_http_proxy = true
  /system/http_proxy/host = ""
  /system/proxy/autoconfig_url = file:///home/markmc/.proxy.pac

and gnome-session sets http_proxy to "http://:8080"

This would fix it:

 if (host == NULL || host[0] == '\0')
   {
     g_unsetenv ("http_proxy");
     return;
   }

Look at this, though:

  http://bugzilla.gnome.org/show_bug.cgi?id=343811

There may be a bit more too it ... there may be a bit more to interpreting the
proxy settings