Deluge
Someone set a ticket for this error: http://dev.deluge-torrent.org/ticket/495
I' m running debian lenny with 0.5.4.1-1 maintained from Gandalf/Le Vert and have the same problem.
Meaning, url set in any proxy window disappear when you close this menu-entry and reopen it again. Also after closing and starting deluge-torrent they are not shown and seem to be empty. Still set correctly is the port-address and type of proxy.
Nevertheless, although the proxy-settings window doesn' t read/show anything, the proxy is kept in use. Even after restart (therefore I would not define it critical).