skip empty string for proxy env var

[TingDaoK]

Issue #, if available:

• We previously try to parse the env var for proxy even if it's empty
• I did some quick search, people think it's unexpected https://dev.gnupg.org/T685
• S3TransferManager results in error when running in AWS but works remotely aws-crt-java#644

Description of changes:

• If the env var is set to empty, ignore it as it's unset.

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

[graebm]

wonder if we make this mistake in any other aws-c libraries?