WinHttpGetProxyForUrl(***) failed ERROR_WINHTTP_AUTODETECTION_FAILED (12180) - Error message in Windows Azure Infrastructure log

When you have your diagnostics enabled application running on Windows Azure, you might see that your Infrastructure Logs filled with lots of "ERROR_WINHTTP_AUTODETECTION_FAILED (12180)" errors related to Windows Azure storage access. Most of these errors are appeared in Infrastructure Logs, when you access table, blog or queue within your Windows Azure storage.

The error message look like as below: 

WinHttpGetProxyForUrl(https://<your-Windows-Azure-Storage-Name>.table.core.windows.net)
failed ERROR_WINHTTP_AUTODETECTION_FAILED (12180)

OR

WinHttpGetProxyForUrl(https://<your-Windows-Azure-Storage-Name>.queue.core.windows.net) failed ERROR_WINHTTP_AUTODETECTION_FAILED (12180)

OR

WinHttpGetProxyForUrl(https://<your-Windows-Azure-Storage-Name>.blob.core.windows.net) failed ERROR_WINHTTP_AUTODETECTION_FAILED (12180)

Even when you will see these error in your Infrastructure logs still you will not see any

functional problem within application. 

I would like to say that these error messages are coming
from the monitoring agent and do not indicate a problem on their own. It
just means that there is no auto proxy set up and it defaults to use the static
proxy, which is normal in a role environment and not a cause of concern. You sure can discard such error messages.

Hopefully the new SDK should have something to reduce these errors to
very minimum level.