Why in puppeteer does the proxy work only on the second, third page refresh?

Question

Node.js

Set proxy for puppeteer:

const browser = await puppeteer.launch({
headless: false,
args:['--proxy-server=111.11.11.11:8080']
});

In most cases, it cannot enter the page the first time, it gives an error ERR_PROXY_CONNECTION_FAILED. But if you refresh the page several times, then everything is ok.
What could be wrong?