We will not replicate system proxy settings. Network configuration should be global and the same for all applications on the system. I don't see the usecase.
Use-case: My company has 2 proxy servers, one for corporate use only, which through Active-directory set the system proxy settings to use. For personal internet programs, we are to use a separate proxy server. Since Cyberduck uses the windows proxy settings, I am unable to access anything external to my company intranet.
You can toggle off the setting Use system proxy settings in Preferences → Connection to bypass system proxy settings for a direct connection. But there is no option to specify a secondary proxy server.