NTLM authentication fails because of proxy. When proxy asks for authentication applikation closes line.
This is wrong related to http://www.innovation.ch/personal/ronald/ntlm.html
and http://msdn2.microsoft.com/en-us/library/aa384220.aspx
I added in the file wireshark.out the expanded information of packet 71.

Here you can see that the Java plugin sends the FIN and therewith closes the line
even though Proxy-Connection keep-alive is set.
CU run example from page http://java.sun.com/javase/6/docs/technotes/guides/net/http-auth.html

This testcase shows the same behavior as the Java plugin.
The direct connect is possible , the connect via proxy fails.
When switching to Basic Authentification every thing runs fine.