Accidentally forgotten bad proxy prevents from using tailscale without any user friendly diagnostics

### What is the issue?

I've spent some time investigating why my machine can't login into the Taillscale network.
Login or Up operations just hung without any notifications.
After some investigation with journalctl I've realized that tailscale had tried to a proxy server that I accidentally forgot in the tailscaled deamon file.

In the logs I've seen that the connection to proxy is just refused, but Tailscale itself didn't notified about it.
I think there should be some user accessible diagnostic when a connection to a proxy can't be established

### Steps to reproduce

Open `/etc/default/tailscaled` and set ALL_PROXY var to a some invalid server
e.g.
```
ALL_PROXY="socks5://user:passwd@195.91.18.221:1080"
```

Then restart tailscale
```
sudo systemctl restart tailscaled.service
```
and try to login

```
sudo tailscale login
```

Nothing is happening. The command is hanging infinitely

### Are there any recent changes that introduced the issue?

_No response_

### OS

Linux

### OS version

_No response_

### Tailscale version

_No response_

### Other software

_No response_

### Bug report

_No response_