Http 4xx status lost in chain of more http proxy patterns

When you chain two Mule instances with a simple <pattern:http-proxy> you loose 4xx http status. Imagine this situation:
1 Mule has an http pattern which routes a call to, say Tomcat, where you have servlet just to set e.g. 401 status to the response.
1 Mule proxies call thru the first Mule to that servlet. In this case, 401 is lost between Mule 1 a Mule 2 and instead of 401, 500 is returned.

web browser > Mule 1 > Mule 2 > Tomcat
500 < 500 < 401 <

The configuration is simple as per Mule documentation.