iOS safari don't remember the proxy authentication via https connection

We are using ipad, iphone in our company, and we have a proxy server(Microsoft TMG) in our environment

even we keep the credentials in Wi-Fi option, but when we connect to a HTTPS website, the safari will keep promoting the authentication windows

then we keep inputting the credentials, but it still keep promoting. if we select cancel not input credential, the page can be loaded normally.

Does anyone have the same issue?