In the script console, the outgoing HTTP call is being made by your local computer, wherever you're running the designer. To the operating system, it's an HTTP call made by your local user, since it's just a standard program running as you.
Everywhere in Perspective, your scripts are actually running on the Ignition gateway.
That means the outgoing HTTP call is coming from wherever Ignition is actually installed, and by default is running as a limited privilege "service" user. If the host OS is Windows, it's running as the special 'service' account LOCAL_SYSTEM that has limited access to external networks.
In other words: Engage with your IT department to see why the host that runs the gateway cannot reach the other resource.