If your Bamboo or Jira instance is running behind a firewall, the app will reuse the proxy configuration from the Atlassian host application.
See Cannot connect to an AWS or EC2 instance when the Bamboo application is running behind a proxy for details.
Please note that the AWS API calls use SSL throughout, so the app relies on the respective system properties https.proxyHost and https.proxyPort to be available from the Java Virtual Machine (JVM). Depending on your environment, you might need to set these https.* variations explicitly in addition to the usual http.* ones.
See How to Configure an Outbound HTTP Proxy for Jira for details (while documented for Jira, this information applies to Bamboo too).