So Samsung introduced a weird bug with the latest update – when you enter proxy settings for your wifi (e.g. your Charles instance) it looks like the settings are saved but they are not – when you go back into proxy settings it’s set to None again.
A workaround solution is to forget the wifi and connect to it again, this time entering proxy settings at the same time as the wifi password. If you need to clear / change proxy settings – do it again.
Hopefully Samsung fixes this rather annoying behaviour!