FYI, the change affects not only Windows 10, but also Windows 8.1, Windows 8/8.1 Embedded, Windows Server 2012, and Windows Server 2012 R2. The following are links to related Sept 2020 update articles, and an excerpt from them:
September 8, 2020—KB4577038 (Monthly Rollup) -- Windows Server 2012 & Windows Embedded 8 Standard
https://support.microsoft.com/en-us/help/4577038
September 8, 2020—KB4577066 (Monthly Rollup) -- Windows 8.1, Windows Server 2012 R2 & Windows Embedded 8.1
https://support.microsoft.com/en-us/help/4577066
Addresses a security vulnerability issue with user proxies and HTTP-based intranet servers. After you install this update, HTTP-based intranet servers cannot leverage a user proxy to detect updates by default. Scans that use these servers will fail if the clients do not have a configured system proxy. If you must leverage a user proxy, you must configure the behavior by using the Windows Update policy “Allow user proxy to be used as a fallback if detection using system proxy fails.” This change does not affect customers who secure their Windows Server Update Services (WSUS) servers that use the Transport Layer Security (TLS) or Secure Sockets Layer (SSL) protocols. For more information, see Improving security for devices receiving updates via WSUS.