Based on my understanding , you want to apply the policy ( proxy url) to for Windows 10 clients ,right?
From what the screenshot you post, i found that you configured the policy under user configuration, did you link the GPO to the user container or computer container?
If you link it to the computer container, it is a expected behavior for not being applied.
If possible, please click the GPO you configured and select the settings tab and share a screenshot .(Please hide the private information ).