HTTP proxy and apt

This might be well-known, but I though I'd mention it anyway, as it seems a bit mysterious at first sight.
If you live behind a HTTP proxy you probably are used to the two ways of making your system use the proxy: by http_proxy and no_proxy environment variables and by the GNOME Network Proxy Preferences (gnome-network-properties). But either way it can happen that simple sudo aptitude or sudo apt-get install foo fail because it tries to access the internet directly, ignoring the proxy setting. So, why is that?