This issue occurs in the following scenario:
You don't deploy an edge server in a Microsoft Lync Server 2013 environment.
You use HTTP proxy in Microsoft Skype for Business installation that has the December 8, 2015 security update installed.
You allow the Internet connection only through HTTP proxy.
You try to anonymously join a non-federated Lync audio and video (AV) meeting in the client.
This issue occurs because there is a regression in the December 8, 2015 security update that prevents Microsoft Lync 2013 (Skype for Business) from building a media connection with Lync Server. Therefore, the client can't connect to the server to join the meeting.
To fix this issue, install the April 12, 2016 security update (KB3114944) for Lync 2013 (Skype for Business).