When configuring Group Policy Object (GPO) for Microsfot Internet Explorer: "Make proxy settings per-machine (rather than per-user)" is set to Enabled.
This creates the following registry key:
When installing the SEP client, the associated registry value is getting changed to value 1 which reverts the setting and breaks communication.
This was fixed in WTR 1.4 release. Ensure that NTR definitions/content is update and that the exported SEP client is configured to export a client with definitions.