ActiveConnectionsWindow does not show App'sConnections when via LocalProxy

After setting Localproxy up Active Connections Window shows only

Localproxy.exe → x.x.x.x:80
Localproxy.exe → x.x.x.x:110
Localproxy.exe → x.x.x.x:80
Localproxy.exe → x.x.x.x:80
Localproxy.exe → x.x.x.x:80
Localproxy.exe → x.x.x.x:80

instead of

Iexplore.exe(viaLocalproxy.exe) → x.x.x.x:80
Mailclient.exe(viaLocalproxy.exe) → x.x.x.x:110
Rss.exe(viaLocalproxy.exe) → x.x.x.x:80
Firefox.exe(viaLocalproxy.exe) → x.x.x.x:80
Opera.exe(viaLocalproxy.exe) → x.x.x.x:80
Chrome.exe(viaLocalproxy.exe) → x.x.x.x:80

or

Localproxy.exe(Iexplore.exe) → x.x.x.x:80
Localproxy.exe(Mailclient.exe) → x.x.x.x:110
Localproxy.exe(Rs.exe)s → x.x.x.x:80
Localproxy.exe(Firefox.exe) → x.x.x.x:80
Localproxy.exe(Opera.exe) → x.x.x.x:80
Localproxy.exe(Chrome.exe) → x.x.x.x:80

Is it normal ?
I want to see which App.exe connects to x.x.x.x… Is it possible? Will it be possible in CISv4 ?