Proxy configuration ignored for download licenses

[ppalaga]

Copying the report by @woglinde from #316 :

Unfortunately the currently used httpClient works
a little bit diffrently with the proxy settings.

With the old configuration the httpClient
allways gets a defaultRequestConfig without a
proxy set and so always tries a directly connection.

The above PR needs an integration test, e.g. using https://github.com/adamfisk/LittleProxy