Support re-using HTTP connections with `keepAlive` in Proxy agent

[fengzhou-sg]

Allow client to set keepAlive feature to re-use connections. Currently, keepAlive flag is skipped in issue #228872. This causes to keepAlive to be false at agent level, which prevents connection re-use for all endpoints (see nodejs Agent). While some servers may not support keep-alive well, globally disabling the flag seems too broad of impact. It would be great if clients can decide on whether to use keepAlive (through request's keepAlive) instead.

[valerybugakov]

We are interested in moving this forward. @chrmarti is there any way we can help with this?

[chrmarti]

@valerybugakov You could try making it opt-in by reverting microsoft/vscode-proxy-agent#47 but only considering the original agent and not the global agent (which has it on by default). Please also reenable the test, add a changelog entry and increment the minor version in the package.json, so we can publish it for inclusion in VS Code. TIA!

[valerybugakov]

Thank you, we will look into it!

[fengzhou-sg]

Thanks, @chrmarti, sent PR microsoft/vscode-proxy-agent#68