Custom UIs served by Python processes in JupyterLab or VSCode inaccessible using Sagemaker Studio

### Product Version

- [ ] Amazon SageMaker Studio Classic
- [X] Amazon SageMaker Studio
- [ ] Issue is not related to SageMaker Studio

### Issue Description

The data scientists in my company have a need to create rough UIs, dashboards and data visualisations in Sagemaker. This was possible in Studio Classic, but now seems broken on Studio?

### Expected Behavior

Using the JupyterLab or Code Editor space, execute a Python script that creates a webserver that serves a UI on localhost:. A good minimal example is the Dash Plotly minimal Dash app: https://dash.plotly.com/minimal-app
I would expect to be able to access the UI that the app renders on a URL that uses `https:///proxy/`

### Observed Behavior

`https:///proxy/` does not work. More to the point, I now have no idea how to access any Flask/FastAPI app that is ran within Sagemaker.

### Product Category

JupyterLab, Code-Editor

### Feedback Category

Error Handling and Debugging

### Other Details

_No response_

The issue names no repository files or tests. Start by reproducing the linked Dash Plotly minimal app in a SageMaker Studio JupyterLab or Code Editor space and compare the /proxy/ behavior with Studio Classic. Done requires a confirmed resolution or documented supported access path for the reported Flask, FastAPI, or Dash apps.

Written by the indexing model from the issue text.