DEPRECATED:
Jenkins global web proxy settings are used by Dependency-Check, and requests to online ressources (like the NVD data feeds, Retire.js, NPM Audit, etc.) are, by default, made via this web proxy (if there is one configured).
The "bypass proxy" option allows completely ignoring the Jenkins proxy configuration for Dependency-Check. It used to be an appropriate setting in environements where, for instance, a local NVD mirror was available.
Dependency-check now also takes into account the exceptions list from Jenkins global proxy configuration (the "no proxy hosts" list). The best way to bypass the web proxy for a specific target host is thus to add it to the exceptions list. This allows fine-grained, per-target-host, configuration, which supersedes the "bypass proxy" option.