Assume that you disable the Intranet Sites: Include all sites that bypass the proxy server setting in the following path in local and domain Group Policy:
Computer/User Configuration > Policies > Administrative Templates > Windows Components > Internet Explorer > Internet Control Panel > Security Pages > Intranet Sites: Include all sites that bypass the proxy server
Although the option on the client side is cleared, Internet Explorer 11 still includes all sites that bypass the proxy server, and it loads the sites in the local intranet zone.
To fix this issue, install the most recent cumulative security update for Internet Explorer. To do this, go to Microsoft Update. Additionally, see the technical information about the most recent cumulative security update for Internet Explorer.
Note This update was first included in the MS17-006: Description of the security update for Internet Explorer: March 14, 2017.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
Learn about the terminology that Microsoft uses to describe software updates.