FWIW, I've run into the same issue in a homegrown application with 2.6.8, 2.7.2 and 2.7.3 (these were the only versions I've tested).

Looking around a little bit, I suspect this might be a bug in SCDynamicStoreCopyProxies that's only present on OS X 10.7 and only triggered when invoked in a forked child (?) [1][2].

I've tried working around it by invoking SCDynamicStoreCopyProxies with a non-NULL SCDynamicStoreRef but to no avail. Since I don't need this Python application to use HTTP proxies, I'm working around it now like this:

                proxy_handler = urllib2.ProxyHandler({})
                opener = urllib2.build_opener(proxy_handler)
                request = urllib2.Request(...)
                response = opener.open(request)

[1] http://forums.macrumors.com/archive/index.php/t-1295113.html
[2] https://github.com/suminb/spider/issues/7