Great question! On Linux, yes, network namespaces enforce that and all net traffic goes through the proxy. Direct connections are blocked at the kernel level even if the program ignores proxy env vars, but I will test this case a bit more (unsure how to though, most network calls would respect HTTPS_PROXY and other similar env vars).

That being said, the default behaviour is no network, so nothing will be routed if it's not allowed regardless of whether the sandboxed process respects env vars or not.