Currently when you go the loading page https://jenkins.openshift.io you would find that it downloads the dependencies ( jquery and loading gif ) from ajax.googleapis.com and upload.wikimedia.org as there isn't a way to serve these static files through proxy itself.
Getting loading.gif seems to also bring with it a cookie which tracks the location and we have quite less control over what else can change in future and hence this issue to solve this so that the entire loading page can be run in separate (http) server so that these files can be served through proxy itself.