Thanks for your suggestion.

This request is being tracked already:
Issue 1168 – Global proxy settings
You can vote for it there.

I have a lot of connections, and the proxy needs to be turned on or off frequently for all connections.

It would be convenient to have a global proxy settings, not just for each connection.
Or make an automatic detection of the system proxy. For example, this is done in browsers ("Use system proxy settings" in Firefox).