Should a computer be rebooted after changing proxy settings in Internet Options?

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I'm looking for a little bit of best-practice advice. Unfortunately, Google has been polluted by a bunch of people having issues maintaining proxy settings after a reboot. That's not my issue.

My question is: should I trust Internet Options to be smart and start using or not using a proxy right away? Or, is it a good practice to reboot the computer after making proxy changes? I know it's technically not required to reboot after changing proxy settings. I just want to make sure it's definitely using or not using the proxy.

I have to enable proxy settings to do Windows updates, but then have to disable the proxy for security reasons when the updates are finished. I want to make sure the proxy is completely off when I've finished with my work.

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Proxy settings are applied right away. This doesn't require a reboot.