Thanks for the replies!
For me it only happens during new installation and the users don’t have a problem once it’s installed.
I’ve watched the log and during install, the setup process contacts scoreboardresearch but will give a message that I need to disable proxy when clicking on the social plugins to continue the install.
The only way to go past it is to add it to an always allow/exception list.
Installation only happen once so I’ll go with the little inconvenience of just moving the affected device to a different policy during install then move it back to where it should be right after.
Thanks again for your responses @SethV and @David