chore(maintenance): remove proxy-agent from dependencies

[am29d]

Description of your changes

This PR removes proxy-agent from our dependencies, because we don't use it. I have ran unit and e2e tests and they passed.

Related issues, RFCs

Issue number: closes #1610

Checklist

• My changes meet the tenets criteria
• I have performed a self-review of my own code
• I have commented my code where necessary, particularly in areas that should be flagged with a TODO, or hard-to-understand areas
• I have made corresponding changes to the documentation
• My changes generate no new warnings
• I have added tests that prove my change is effective and works
• The PR title follows the conventional commit semantics

Breaking change checklist

Is it a breaking change?: NO

• I have documented the migration process
• I have added, implemented necessary warnings (if it can live side by side)

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[dreamorosi]

I just ran the e2e tests on main and they're failing because of that missing dependency: https://github.com/aws-powertools/powertools-lambda-typescript/actions/runs/5558549980