[PR #8920/5cf5db56 backport][3.11] Re-enable keep-alive on proxies #8939
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This is a backport of PR #8920 as merged into master (5cf5db5).
Fixes #5765.
This was disabled a long time ago in #3070. From what I've seen of various issues, the sentiment from users is that this causes problems and makes proxies too slow. asvetlov himself has suggested that modern proxies today may not have the issues he was experiencing when the change was made originally.
The original change had no test and I'm not familiar enough with the proxy code to write a new test. I suggest we put this into 3.11 and see if any users report regressions.