Why need to bypass proxy server even all port for internet firewall opened already. Anybody can explain?

Can we using proxy for server and open all port for internet firewall?
tested, cannot go in to internet and get the update eventough all the internet port opened. Need advise.

Info:

1. Ensure that the Kaseya Server is not configured to access the internet via a proxy server. Kaseya agents may be configured to connect to the Kaseya Server through a proxy server however, the server must have a direct connection to the internet.

2. Internet Firewall :

TCP and UDP 5721 - inbound and outbound - A single port number specification—5721 by default—sets the ports used for the following:
- Kaseya agents use inbound TCP port 5721 to communicate with the Kaseya Server.
- The Kaseya Server uses outbound TCP port 5721 to communicate with Kaseya’s Corporate Headquarters.
- UDP 5721 - inbound and outbound - required to use Live Connect.

The default 5721 port number may be changed to any other free and available port during or after Kaseya Server installation.
TCP 25 - Used to send email alert notifications.
TCP 80 (HTTP) or TCP 443 (HTTPS) - Enables system administrators to connect to Kaseya web pages for remote management.

Legacy Forum Name: Why need to bypass proxy server,
Legacy Posted By Username: cyrus.d.virus