How to Reproduce (JMC v5.5 in 8u51, Ubuntu 14.04 64-bit)
1. Go to Preferences > Proxy Settings, and set a manual SOCKS proxy, e.g. to port localhost:61444
2. Verify that JMC can connect to the JMX server via the SOCKS proxy
3. Close JMC
4. Relaunch JMC
5. Connect to JMX server... verify that now it CANNOT connect to the JMX server even though SOCKS proxy settings has been saved before
6. Workaround : Go to Preferences > Proxy Settings again, you'll notice that the SOCKS proxy settings are still there, but you need to manually click "Apply" to make the setting take effect. Now the proxy connection can work again.