In my opinion it's better to use the proxy rather than the explicit proxy. Some applications have some issues with explicit proxy and will not use it. So for a more complete picture, you use normal proxy.
When you have a company which devides the network management and system management to different departments, it may be handy to let the proxy settings be managed by the system management. Then u can choose to use explicit proxy so system management can alter the settings by using GPO's.
But in the end, when you have the choice, don't use explicit proxy.
On fortios 5.2/5.4 you cant use web authentication...with 5.6 you have this ability. The ip based authentication method was for me never really realiable...so if you want authentication which is a bit reliable, go for explicit or fortios 5.6 (would not recommend at the Moment)
If you want something like forms based auth (for whatever reason, disclaimer or what else), go for explicit
if you want to control your web traffic, you want ssl deep inspection, you go better with explicit
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