Proxy agent patch prevents extensions from re-using HTTP connections

[JadenSimon]

Does this issue occur when all extensions are disabled?: Yes

• VS Code Version: 1.75.0
• OS Version: Darwin x64 21.6.0

Steps to Reproduce:

1. Create a new extension and call https.get or https.request with an agent set to keep connections alive
2. Change your http.proxySupport setting to override (the default)
3. Observe that connections are not being reused. This has performance implications as creating sockets is not cheap.

The following code snippet should help demonstrate this problem with notes describing what conditions are needed for connections to persist:

const opt: https.RequestOptions = {
    host: 'example.com',
    port: 443,
    agent: new https.Agent({
        keepAlive: true,
        keepAliveMsecs: 60000,
    }),

    // Explicit headers because something is clobbering the agent's `keepAlive` option
    // Omitting this causes all connections to close regardless of `http.proxySupport`
    headers: { Connection: 'keep-alive' }
}

https.get(opt, r1 => {
    // Without explicit header in `opt` -> `close`
    // With explicit header in `opt` -> `undefined` (implies keep the connection alive)
    console.log('first request connection header ->', r1.headers.connection) 

    // Consume data so we can use the socket again
    r1.on('data', () => {}) 
    r1.on('end', () => {
        https.get(opt, r2 => {
            // `http.proxySupport` set to `override` -> always `false`
            // `http.proxySupport` set to `off` with no header -> `false`
            // `http.proxySupport` set to `off` AND explicit header -> `true`
            console.log('did reuse socket ->', (r2 as any).req.reusedSocket)
        })
    })
}) 

This issue likely originates from here. I'm not entirely sure why an explicit header is needed, but it might be because the proxy patch bypasses logic that would normally set the header. This line appears to be called even when http.proxySupport is set to off.