For now, the best work around is set a cache server (squid or not) into a local network or DMZ other than pfsense.
Configure in squid pfsense package the icp port and the upstream proxy to the local cache server.
Please do not enable transparent proxy on the same interface that cache server is(loop).
In local cache server(bsd,linux,windows,mac or other pfsense in a virtual machine) configure to accept connections from pfsense.
finaly configure 2 rule in pfsense on cache server's interface to access all local networks via default gateway and a rule to access the internet via load balance.
I guess in 1.3 the 'localhost' or 'all interfaces' tab will apear in rules to solve this limitation.