Holy hell.
The app itself refuses to even attempt to connect to any device, unless granted Location Services permission. WTF? I mean, I expected spyware, I guess I just didn't expect them to be so god damn brazen about it.
After that, it turns out the appliance itself refuses to stay connected to the wifi network unless it can phone home. Needless to say, it ignores both forms of proxy configuration (WPAD and DHCP option) as well. Give it direct Internet, or give it death.