System-Proxy-Settings for the Chromium-Web-Browser are not working (Ubuntu 20.04)

I am using the Chromium web browser on Ubuntu 20.04 and have a local proxy sever running.
Since a web browser update a long time ago, the browser can no longer connect to a proxy server via the system settings (Menu... / System Settings / Setting / Proxy). Since then you have to use browser extensions (Proxy Helper - Tiny Proxy Configurator...) or edit files in the system, like:

sudo nano /usr/share/applications/chromium-browser.desktop
Exec=chromium-browser %U --proxy-server=127.0.0.1:8118

to connect the browser to the proxy.

What are these settings in the system for?
Will that work again one day?
It is annoying to constantly install extensions or system editing for a simple function that
already worked without problems under Windows 98.
Can't that just normally work?