I've got the same problem, or perhaps the exact opposite problem because I'm using a Mac and I'm trying to reach a local test server. I need a proxy for the outside world, but not for the server I'm trying to reach.
Everything can reach this server, except for SoapUI on my Mac. Co-workers with Windows have no trouble reaching it with SoapUI. I have the exact same settings they have. I'm using SoapUI 4.5.1, and so are my co-workers. My proxy settings in SoapUI are empty. My global proxy settings have an exception for the server I'm trying to reach.
I'd really love to know what's causing this problem.