Since Gnome 2.24(?) the main setting moved to /system/proxy/mode, which can take values of 'auto', 'manual' and 'none'. This probably replaces the old /system/http_proxy/use_http_proxy, so setting of the latter directly has no effect, while setting the mode to 'manual' in the new location enables the use_http_proxy as well.
OK, actually I have figured that out:
Since Gnome 2.24(?) the main setting moved to /system/proxy/mode, which can take values of 'auto', 'manual' and 'none'. This probably replaces the old /system/ http_proxy/ use_http_ proxy, so setting of the latter directly has no effect, while setting the mode to 'manual' in the new location enables the use_http_proxy as well.