it's a documented bug in win8. if u do a search you will find a lot of user with the same problem (e.g. metro app fails to connect the Internet due to proxy settings - Microsoft Reduce Customer Effort Center - Site Home - TechNet Blogs).
it seems that metro interface doesn't see desktop interface change on proxy setting
to solve you shoul do two things:
the first is to set the proxy for the isolation in the gpo

Step1. Open "Local Group Policy Editor"
Step2. Navigate to "Computer Configuration - Administrative Templates - Network Isolation"
Step3. Open "Internet Proxy Servers for Metro Style Apps" and set the value to your proxy server address like

the other thing is to set the proxy in internet Explorer, than launch a cmd with administrative privilege, and then put into it the following command:

netsh winhttp import proxy source=ie

let's give a try