2 of 3 Fixed typo in variable name ANY => ALL -- thanks to chris (https://unix.stackexchange.com/users/3959/chris); Post Made Community Wiki

OK for idiots like me, here's the subtile part:

Since 7.21.7, this option is superfluous since you can specify a socks5 hostname proxy with -x, --proxy using a socks5h:// protocol prefix.

The little h following the socks5 tells curl to lookup hostnames via proxy too.

To make curl looking up hostnames via proxy one has to export:

ALL_PROXY="socks5h://NNN.NNN.NNN.NNN.PPPP"

compared to a proxy that will lookup locally:

ALL_PROXY="socks5://NNN.NNN.NNN.NNN.PPPP"