Nexus proxy repo not used by Gradle builds?

Question

I set up an internal Nexus v3.28.x repo, and it's caching artifacts through the proxy repositories that I setup. However, I still see this even though I set up a Maven proxy repo for it, with the remote (source) URL set to https://repo.maven.apache.org/maven2/, and it's status is "Online - Remote available"

Download https://repo.maven.apache.org/maven2/regexp/regexp/1.2/regexp-1.2.jar
Download https://repo.maven.apache.org/maven2/com/jcraft/jsch/0.1.54/jsch-0.1.54.jar
Download https://repo.maven.apache.org/maven2/com/jcraft/jzlib/1.1.1/jzlib-1.1.1.jar
Download https://repo.maven.apache.org/maven2/io/rest-assured/spring-commons/3.2.0/spring-commons-3.2.0.jar
...
(more artifacts from external repo)

I setup my build.gradle files to ONLY access our internal Nexus repo, like this

buildscript {
    apply plugin: 'jacoco'
    repositories {
        mavenLocal()
        maven {
            url "https://nexus.company.com/"
            credentials {
                username nexusUser
                password nexusPW
            }
        }
    }
    dependencies {
        classpath "..."
    }
}

allprojects {
    apply plugin: 'jacoco'
    repositories {
        mavenLocal()
        maven {
            url "https://nexus.company.com"
            credentials {
                username nexusUser
                password nexusPW
            }
        }
    }
}

Why is Gradle not downloading from our internal repo?