When going direct, you wouldn't be using ScanSafe at all. So it would read your local host file and access the internal site using your internal IP. It sounds as if when you are using a PAC file, the local host file is not being read.
Checked this article:
http://superuser.com/questions/30197/how-do-i-get-ie-to-use-my-hosts-file-when-using-a-proxy-pac-file
You may also want to take a look into other workarounds such as allowing the traffic to U-turn back into your network after it reaches the outside (NAT Loopback)?
Overriding the DNS response at your local DNS server so that it responds with the internal IP rather than using the host file is another possible option.