Headers not send on http CONNECT method

### Expected behavior

When method CONNECT is called, all headers sets in HTTP Header Manager will be send

### Actual behavior

only **host** and **user-agent** are sent

CONNECT
> 2024-07-11 17:25:42,951 DEBUG o.a.h.headers: http-outgoing-45 >> CONNECT example.com:443 HTTP/1.1
> 2024-07-11 17:25:42,951 DEBUG o.a.h.headers: http-outgoing-45 >> Host: example.com
> 2024-07-11 17:25:42,951 DEBUG o.a.h.headers: http-outgoing-45 >> User-Agent: Apache-HttpClient/4.5.14 (Java/17.0.11)
> 2024-07-11 17:25:42,952 DEBUG o.a.h.headers: http-outgoing-45 << HTTP/1.0 200 OK
> 2024-07-11 17:25:42,953 DEBUG o.a.h.headers: http-outgoing-45 << Server: BaseHTTP/0.6 Python/3.10.14
> 2024-07-11 17:25:42,953 DEBUG o.a.h.headers: http-outgoing-45 << Date: Thu, 11 Jul 2024 15:25:42 GMT

GET
> 2024-07-11 17:25:43,038 DEBUG o.a.h.headers: http-outgoing-45 >> GET / HTTP/1.1
> 2024-07-11 17:25:43,038 DEBUG o.a.h.headers: http-outgoing-45 >> Connection: keep-alive
> 2024-07-11 17:25:43,038 DEBUG o.a.h.headers: http-outgoing-45 >> Content-Type: application/json
> 2024-07-11 17:25:43,038 DEBUG o.a.h.headers: http-outgoing-45 >> Proxy-Authorization: Basic dXNlcjp0UTFSUXB2VjBvUHFEQ2ZLT2tUU2VtQmhFbmM=
> 2024-07-11 17:25:43,038 DEBUG o.a.h.headers: http-outgoing-45 >> Host: example.com
> 2024-07-11 17:25:43,038 DEBUG o.a.h.headers: http-outgoing-45 >> User-Agent: Apache-HttpClient/4.5.14 (Java/17.0.11)
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << HTTP/1.1 200 OK
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Server: nginx/1.25.4
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Date: Thu, 11 Jul 2024 15:25:43 GMT
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Content-Type: text/html
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Content-Length: 661720
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Connection: keep-alive
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Last-Modified: Tue, 27 Feb 2024 08:46:45 GMT
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << ETag: "a18d8-6125910ed76ab"
> 2024-07-11 17:25:43,105 DEBUG o.a.h.headers: http-outgoing-45 << Accept-Ranges: bytes

### Steps to reproduce the problem

1. Set sampler to HttpRequest calls https address like "https://example.org"
2. Set proxy ex.: "http://proxy.local:8242
3. Add HTTP Header Manager and set header like "Proxy-Authorization: Basic dXNlcjp0UTFSUXB2VjBvUHFEQ2ZLT2tUU2VtQmhFbmM="
4. Call request

### JMeter Version

5.6.3

### Java Version

openjdk 17

### OS Version

Fedora 39