SDKManager in command line can not set proxy

Just run

sdkmanager --settings

It gives you a text UI for configuration:

davey@dave-yu-nvidia-pc:~/Downloads/dts$ sdkmanager --settings
Proxy Settings
- Proxy Mode: 
❯ System configuration 
  Manual configuration 
  ──────────────
  * Proxy for apt commands should be defined at: /etc/apt/apt.conf.d/proxy.conf