[3.12] gh-105626: Change the default return value of `HTTPConnection.get_proxy_response_headers` (GH-105628) (#106738)

gh-105626: Change the default return value of `HTTPConnection.get_proxy_response_headers` (GH-105628)
(cherry picked from commit 490295d651d04ec3b3eff2a2cda7501191bad78a)

Co-authored-by: Nikita Sobolev <mail@sobolevn.me>