If the http_proxy environment variable is set but is empty, gnupg still tries to use a proxy. This is a useful thing to do if you have http_proxy set for other programs, but want to have it unset just for gnupg, by starting the command line with http_proxy= .
Patch to fix is attached.
How To Repeat
http_proxy= gpg --keyserver hkp://subkeys.pgp.net --recv-key 0x88888888
See attached (trivial) patch. The same thing was already done at another point in the code.