I don't see how this is a bug. If your proxy only offers web proxying over TCP 80 and 443, then it's not a bug, it's just a limitation on your network. Sounds to me then that any device that runs apps that aren't "proxy aware" would have problems. You need to find a way to tunnel all other protocols over whatever is allowed out of your network via the proxy server or firewall.

I myself just ssh to my home systems over port 80, and then tunnel all other traffic through that ssh connection, to a VM I have setup at home as a gateway. Probably will do the same with the N900 once I get my hands on it.