AnonymousSettings.jsx does not respect nexus-context-path

I have setup an installation behind an nginx reverse proxy with a setup that looks like this:

location /nexus {
  proxy_pass http://127.0.0.1:8081/nexus;
  proxy_set_header Host $host;
  proxy_set_header X-Real-IP $remote_addr;
  proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
  proxy_set_header X-Forwarded-Proto $scheme;
}

This configuration works without issues for everything except accessing the "Administration->Security->Anonymous Access" menu.

There I get an error stating "An error occurred while loading Anonymous settings, see console for more details"

In console I can see that the request is directed to myhostname/service/rest/internal/ui/realms/types 404 (Not Found) instead of myhostname/nexus/service/rest/internal/ui/realms/types, which I have tested manually and validated that it works.