Turns our handling proxies is complicated. The sanest thing to do
is try matching [npm's behaviour][1], and liable [to change][1] to
our benefit. The TLDR; of which is to let `request` do whatever
it wants unless npm has been explicitly configured otherwise.

Fixes #1724

[1]: https://github.com/npm/npm/commit/40afd6aaf34
[2]: https://github.com/npm/npm/issues/7168