Chrome was designed to be as simple and easy-to-use as possible; part of this initiative involved being immediately compatible with most corporate set-ups (eg, IE users on a company intranet) so a decision was made to use Windows' proxy configuration settings out of the box.

You can actually override the proxy settings yourself via command line switches, however-- look through this page and search for "proxy": http://peter.sh/experiments/chromium-command-line-switches/

Pretty sure that's a best practice for Windows software.

IE's proxy settings are synonymous with Windows system-wide proxy settings.