Is it even possible? HTTPS is used to avoid any possibility of man in the middle attack. How can nokia's proxy servers be able to decrypt that encrypted information unless they themselves have the private key?
It's pretty standard for corporate proxy servers - at least in financial companies where theres regulations that tend to require some level of monitoring of external communications.
It's a simple MITM attack, where the endpoint (your browser) has a whitelisted certificate for the proxy, so the browser is happy that it's talking to a correctly signed certificate that it trusts, and the proxy uses the the certificate for the other end of the connection.
It's more like a browser running on a remote desktop (you have hopefully exclusive access to) which sends your phone the repackaged html and recompressed images instead of a screencast.
My guess is that the browser just won't tell you who the other party is. Whenever you go to a secure site you actually connect to (and are encrypted with) Nokia's server. That server then connects to the remote site securely.
The only way I can think is if Nokia operate their own CA and configure the phones to trust it. They then issue their own certificate for any site you visit which your phone will trust.
I don't think that's what is happening, we need further explanation. Although if that is what is happening it;s really bad as they would effectively be impersonating the sites.