I have a proxy passthrough config in place so that my users can access a Java web app that doesn't play nice with the rewriter engine. It works great for Windows PCs, but when a user on a Mac attempts to reach the same site he or she instead gets a second secure gateway window (aka Welcome page).
I have confirmed this issue on two separate Macs. Both are running Lion.
The PTP is configured to send traffic for the Java web app through a separate TCP port.