Microsoft Windows 8 has comes with a theme called Metro, which depicts tiles as in mobile interfaces. In addition to this change, the Internet Explorer 10 feature Enhanced Protection Mode allows users to change the behavior of cookies and what the browser in the Metro theme can access.
Due to these changes, seamless IWA Proxy Authentication is not supported; there are issues with passing credentials. In addition, the surrogate methods are not handled correctly by the Metro apps by design.
As a workaround, revert to the default Windows theme. Microsoft KB2778122 discusses some limitations of Windows 8 Web Applications when using a proxy for authentication.
Note: Direct your further questions or requests to Microsoft.