[Citrix] Unrecognisable proxy server

Fresh install of a Linux system and trying to connect to the remote host by Citrix gives the error (in German) but the meaning is the one of the title.

Proxyserver kann nicht erkannt werden.
SendenSie folgende Informationen an den Helpdesk:
Proxyerkennung ist fehlgeschlagen: HTTP-Download von PAC-Skript ist fehlgeschlagen: Fehlende Internetbibliothek.

I suppose Schroeffu's solution is just a work around however, it works for me:
Put the following line into the section

[WFClient]

of file

~/.ICAClient/wfclient.ini

ProxyFallback=yes

I did not try out its alternative.