1) If the system http_proxy environment variable is not set
or set to an empty string, we must not set proxy to avoid
http connection error.
2) In case of proxy property setting, if user want to clear
the proxy setting, they should be able to set it to NULL or
an empty string again, so this is fixed too.
3) Check if the proxy string was parsed correctly.
https://bugzilla.gnome.org/show_bug.cgi?id=752866