The use cases for using a proxy become more clear over time. When I
originally wrote the proxy code the idea was to use the proxy to proxy
both the communication with the backend and measurements.
It become increasingly clear that we _only_ want to proxy the
communication with the backends. Therefore, there's no point in
skipping the resolver lookup step when we use a proxy.
Part of https://github.com/ooni/probe/issues/985
54e590b776