Fix flaky tests with unclosed warnings (#8391)

[Dreamsorcerer]

(cherry picked from commit 0ba6cf2)

[codecov]

Codecov Report

Attention: Patch coverage is 38.46154% with 16 lines in your changes are missing coverage. Please review.

Project coverage is 97.51%. Comparing base (17af047) to head (debc2c7).
Report is 2 commits behind head on 3.10.

Files	Patch %	Lines
tests/test_proxy_functional.py	38.46%	16 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             3.10    #8392      +/-   ##
==========================================
+ Coverage   97.50%   97.51%   +0.01%     
==========================================
  Files         108      108              
  Lines       33294    33285       -9     
  Branches     3987     3997      +10     
==========================================
- Hits        32462    32459       -3     
+ Misses        608      602       -6     
  Partials      224      224              

Flag	Coverage Δ
CI-GHA	97.42% <38.46%> (+0.01%)	⬆️
OS-Linux	97.10% <38.46%> (+0.01%)	⬆️
OS-Windows	94.70% <38.46%> (+0.01%)	⬆️
OS-macOS	96.77% <38.46%> (+0.02%)	⬆️
Py-3.10.11	96.88% <11.53%> (+<0.01%)	⬆️
Py-3.10.14	96.84% <11.53%> (+<0.01%)	⬆️
Py-3.11.9	97.07% <23.07%> (+<0.01%)	⬆️
Py-3.12.3	97.17% <23.07%> (+0.01%)	⬆️
Py-3.8.10	94.44% <19.23%> (+0.01%)	⬆️
Py-3.8.18	96.73% <19.23%> (+0.01%)	⬆️
Py-3.9.13	96.87% <26.92%> (+0.02%)	⬆️
Py-3.9.19	96.84% <26.92%> (+0.02%)	⬆️
Py-pypy7.3.15	96.40% <26.92%> (+0.02%)	⬆️
VM-macos	96.77% <38.46%> (+0.02%)	⬆️
VM-ubuntu	97.10% <38.46%> (+0.01%)	⬆️
VM-windows	94.70% <38.46%> (+0.01%)	⬆️

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