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 172.16.0.1:8080.

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