We have done a fresh Ubuntu 16.04 LTS (64-bit) install on a machine I am using. My account has sudo permission and sudo works ok for me from the command line.
When I launch System Settings > Network from the Gnome desktop, and change the proxy configuration, I am prompted for my password:
System policy prevents setting proxy settings
My account name is correctly shown. But when I enter my password I see:
Your authentication attempt was unsuccessful please try again
Why is this failing when I have sudo access?