Get files with SecureFTP using proxy

I'm using the Get files with SecureFTP job entry behind a proxy server. In another environment without the proxy server, the step works correctly. Behind the proxy, I get the following error:

Error trying to connect to xxxxx .Exception :
com.jcraft.jsch.JSchException: ProxyHTTP: java.io.IOException: proxy error: Forbidden

The proxy configuration uses an HTTP proxy on port 3128. The same configuration in WinSCP works fine.

Is this a bug in the "Get files with SecureFTP" job entry? This might be caused by the proxy itself. Not sure why the proxy would allow the traffic from WinSCP but not from JSch.