There was a discussion about it here Cant set system wide proxy settings in xfce
One variant to get an UI configuration for proxy as you mentioned, to set things the way you want, would be to replace network-manager with connman.
More about it on ConnMan - ArchWiki
By installing manjaro-connman you will also get the connman-gtk (you can also look for optional dependencies to install what else you need) and go that route if setting proxy via environment variable is not what you want …
This issue https://gitlab.xfce.org/xfce/xfce4-settings/-/issues/3 is still open after 13 years …