I guess you're running in explicit mode?
There are a few differences between explicit and transparent client HTTP requests:
1. An explicit request has a destination IP address of the configured proxy. A transparent request has a destination IP address of the intended web server (DNS resolved by the client).
2. The URI for a transparent request does not contain the protocol with the host:
Both will contain an HTTP Host header that specifies the DNS host.
So when in explicit mode, the proxy will actually see the destination URL, even when you passthrough the request.