Restore HTTP_PROXY for multi-port mode

[atburke]

This PR undoes the changes in #11990 and #12335 for Teleport going forward.

Fixes #12215.

[r0mant]

lgtm but this should include an accompanying documentation change/note that explains how to ignore HTTP_PROXY for tunnel connections, since it requires adding kube.teleport.cluster.local (or something like that) to NO_PROXY?

[r0mant]

lgtm but this should include an accompanying documentation change/note that explains how to ignore HTTP_PROXY for tunnel connections, since it requires adding kube.teleport.cluster.local (or something like that) to NO_PROXY?

@atburke Also to follow up on this, is this something we can handle in the code too? Detect that proxy is setup and print a hint in the error message if the request fails? We can do it in a follow up PR.