[PR #9372/0416d28 backport][3.10] Only prepare proxy headers for a request if a proxy is set

[bdraco]

(cherry picked from commit 0416d28)

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.78%. Comparing base (7019054) to head (a29b822).
Report is 2 commits behind head on 3.10.

✅ All tests successful. No failed tests found.

Additional details and impacted files

@@           Coverage Diff           @@
##             3.10    #9376   +/-   ##
=======================================
  Coverage   97.78%   97.78%           
=======================================
  Files         108      108           
  Lines       34886    34887    +1     
  Branches     4174     4174           
=======================================
+ Hits        34114    34115    +1     
  Misses        574      574           
  Partials      198      198           

Flag	Coverage Δ
CI-GHA	97.67% <100.00%> (+<0.01%)	⬆️
OS-Linux	97.35% <100.00%> (+<0.01%)	⬆️
OS-Windows	94.97% <ø> (+<0.01%)	⬆️
OS-macOS	97.05% <100.00%> (+<0.01%)	⬆️
Py-3.10.11	96.91% <100.00%> (+<0.01%)	⬆️
Py-3.10.15	96.85% <100.00%> (+<0.01%)	⬆️
Py-3.11.10	96.93% <100.00%> (+<0.01%)	⬆️
Py-3.11.9	97.00% <100.00%> (+<0.01%)	⬆️
Py-3.12.6	97.39% <100.00%> (+<0.01%)	⬆️
Py-3.13.0-rc.2	97.37% <100.00%> (+<0.01%)	⬆️
Py-3.8.10	94.36% <ø> (+<0.01%)	⬆️
Py-3.8.18	96.64% <100.00%> (+<0.01%)	⬆️
Py-3.9.13	96.83% <100.00%> (+<0.01%)	⬆️
Py-3.9.20	96.77% <100.00%> (+<0.01%)	⬆️
Py-pypy7.3.16	96.37% <100.00%> (+<0.01%)	⬆️
VM-macos	97.05% <100.00%> (+<0.01%)	⬆️
VM-ubuntu	97.35% <100.00%> (+<0.01%)	⬆️
VM-windows	94.97% <ø> (+<0.01%)	⬆️

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