and when you delete the proxy in Chrome, it's gone in IE. I wonder how much Chrome relies on IE, kind of like a shell type browser, eg Maxthon.

No, it's picking up the proxy from the OS.

The dialog in IE is a little daft in this respect. It sets the proxy for Windows, which IE then picks up...

Chrome its not a shell. IE connection settings are system wide, thats where Chrome takes the data.

Chrome also uses the standard Windows certificate box, like Safari for Windows.

it is normal for programs to share that info because it is set for the OS not per browser.

I'm used to putting a proxy into Opera for things like Hulu and the BBC player, and Opera and Firefox don't share the same settings as IE. Chrome caught me off guard and I wondered just how close the relationship might be. It imports Firefox bookmarks, history, and settings in about 3 seconds, but IE ones seemed to be instantaneous, like a shell browser.

that's because everything IE uses are built into the system and Chrome doesn't have to make a duplicate as it does Firefox settings.