I'm try to use boinc manager 7.2.47(x86) on windows 7.
On the network, there is a proxy which need authentication but may computer is allowed to use the internet without proxy.

I didn't set proxy for boinc because I know there is no need for that. Boinc overrides this, and try to use the proxy, but fails because of authentication.
why?

Here is a snippet from the log:
25-Jul-2016 11:44:07 [---] Not using a proxy
25-Jul-2016 11:44:08 Initialization completed
25-Jul-2016 11:44:08 [---] [proxy] HTTP_OP::no_proxy_for_url(): http://www.worldcommunitygrid.org/viewNoticesRSSFeed.action?userIdHash=479368_140b80c94ccf516368263513e5fd9663
25-Jul-2016 11:44:08 [---] [proxy] returning false
25-Jul-2016 11:44:08 [World Community Grid] Sending scheduler request: To fetch work.
25-Jul-2016 11:44:08 [World Community Grid] Reporting 8 completed tasks
25-Jul-2016 11:44:08 [World Community Grid] Requesting new tasks for CPU
25-Jul-2016 11:44:08 [---] [proxy] HTTP_OP::no_proxy_for_url(): https://scheduler.worldcommunitygrid.org/boinc/wcg_cgi/fcgi
25-Jul-2016 11:44:08 [---] [proxy] returning false
25-Jul-2016 11:44:09 [---] [proxy] automatic proxy check in progress
25-Jul-2016 11:44:09 [---] [proxy] HTTP_OP::no_proxy_for_url(): http://bdd7.http.cdn.softlayer.net/80BDD7/grid.worldcommunitygrid.org/boinc/download/wcgrid_fahb_bedam_7.14_windows_intelx86
25-Jul-2016 11:44:09 [---] [proxy] returning false
25-Jul-2016 11:44:09 [---] [proxy] HTTP_OP::setup_proxy_session(): setting up automatic proxy 192.168.4.252:3128
25-Jul-2016 11:44:09 [World Community Grid] Started download of wcgrid_fahb_bedam_7.14_windows_intelx86
25-Jul-2016 11:44:09 [---] [proxy] HTTP_OP::no_proxy_for_url(): http://bdd7.http.cdn.softlayer.net/80BDD7/grid.worldcommunitygrid.org/boinc/download/wcgrid_FAHB_graphics_prod_32.exe.7.14
25-Jul-2016 11:44:09 [---] [proxy] returning false
25-Jul-2016 11:44:09 [---] [proxy] HTTP_OP::setup_proxy_session(): setting up automatic proxy 192.168.4.252:3128
25-Jul-2016 11:44:09 [World Community Grid] Started download of wcgrid_FAHB_graphics_prod_32.exe.7.14
25-Jul-2016 11:44:10 [World Community Grid] Giving up on download of wcgrid_fahb_bedam_7.14_windows_intelx86: permanent HTTP error
25-Jul-2016 11:44:10 [World Community Grid] Giving up on download of wcgrid_FAHB_graphics_prod_32.exe.7.14: permanent HTTP error

Geting notices rss succeeds, because it did't use a proxy for that connection, but after that it suddenly thinks it is a good idea to use an autodetected proxy, and after that it fails to download anything.
Why boinc manager doing this?

I was able to work this around by finding an open proxy, setting it up with excluding "grid.worldcommunitygrid.org,scheduler.worldcommunitygrid.org" but I don't think this is the 'best ever' solution.

On Windows, if you don't set a proxy yourself, the client will try to autodetect proxy settings. There is no way to disable the autodetection. As you found out, as a workaround one can set dummy proxy settings and tell BOINC to not use that proxy for anything.

I added an enhancement request for this. #1588

There is a small bug in the client so that the first (few) HTTP operation(s) may bypass the autodetected proxy.