Update default proxy construction in HTTPTransport to include SSL context

[DHerls]

Summary

When a user created an HTTPTransport and supplied a URL for their proxy, the SSLContext was not passed to the created proxy. This caused some confusion when I ran into it the first time.

Now, the SSLContext is passed to the proxy when constructing by default.

Checklist

• I understand that this PR may be closed in case there was no previous discussion. (This doesn't apply to typos!)
• I've added a test for each change that was introduced, and I tried as much as possible to make a single atomic change.
• I've updated the documentation accordingly.

[deathaxe]

Communication between client and local proxies is usually performed unencrypted

Coupling default SSL context by default would however result in httpx attempting to establish TLS connections to proxies by default.

A caller should better create a Prox() instance explicitly and pass it to Client() on instantiation, in case encrypted client<->proxy communication is required.

Also local proxies may require different, possibly self-signed?, special purpose certificates, which should probably not be leaked to default SSL context under all circumstances.