If repeated proxy authentication in Firefox bugging you so much, here is the trick to fix it. I tried and it is working fine.

1. In FF Location bar, type about:config, and press Enter.
   “This might void your warranty!” warning page may appear. Click I’ll be careful, I promise!, to continue to the about:config page.
2. In the about:config page, search for the preference “network.negotiate-auth.allow-proxies”.
3. Double-click on it and will see the value will change to false.
4. Restart FF and get rid of Proxy Authentication pop up.