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I modify a wifi connection with proxy option, it work well . And then I reset the proxy option to none , I can verified that this network is still connecting through the proxy . I tried to turn wifi off and on and again check the proxy option is set to none , did not fix this issue .
Could you try to restart the phone and see if that helps?
If it doesn't help, what happens if you go to Settings -> WiFi, tap and hold the network, select Forget network and then add it again?