Make SetProxy behave like curl's CURLOPT_PROXY

### Expected behaviour
restclient-cpp emulating the [behaviour of curl](https://curl.haxx.se/libcurl/c/CURLOPT_PROXY.html) to unset a proxy address if an empty string is given.

### Actual behaviour
restclient-cpp just [returns from the setter function](https://github.com/mrtazz/restclient-cpp/blob/master/source/connection.cc#L253) when an empty string is given.