Microsoft Forefront Threat Management Gateway (TMG) 2010 does not support HTTPS caching for outgoing traffic.
To resolve this problem, install the service pack that is described in the following Microsoft Knowledge Base article:
Description of Service Pack 2 for Microsoft Forefront Threat Management Gateway 2010
After you install TMG 2010 SP2, you must enable HTTPS inspection on the server and then enable the feature in the Web Cache
dialog box. The feature is configured according to the cache rule.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
For more information about software update terminology, click the following article number to view the article in the Microsoft Knowledge Base:
Description of the standard terminology that is used to describe Microsoft software updates