Hello,
"Jira Site" need direct connection, the environnement proxy is ignored.
It should be usefull to let configure proxy or use system proxy if setted to acces "Jira site"
Thanks
PR: https://github.com/jenkinsci/jira-steps-plugin/pull/102
Merged but unreleased will release it soon.
Release 1.5.4, should be available in update center soon.
https://github.com/jenkinsci/jira-steps-plugin/releases/tag/jira-steps-1.5.4