HTML rendering engine does not use upstream proxy configuration
When using Burp alongside an upstream proxy, rendering an HTTP response inside a response object will cause burp to fetch all page resources without going through the configured proxy.
This can be pretty inconvenient when using an upstream proxy for anonymity purposes (for example tor) as it reveals user's original IP.
Tested on latest version of Burp Pro (1.6.36) with http/socks proxy.
Unfortunately this is a known issue with the HTML renderer since we use a third-party library for this and it doesn’t work with upstream proxies. The workaround in your use-case is to just disable fetching of images (at Options / Display / HTML rendering).