Fix ProxyExplicitlyProvided_DefaultCredentials_Ignored test (dotnet/corefx#28770)

Fix ProxyExplicitlyProvided_DefaultCredentials_Ignored test (dotnet/corefx#28770)

I couldn't get it to fail locally, but I believe the issue was that sporadically WinHttpHandler would not reuse the original connection, in which case it would either not close the first and the test would hang because nothing was accepting the second connection, or it would close the first and fail because the server was expecting a second request on the connection.  This fixes it by using Connection: close on the first response so that the client won't reuse the same connection.

Commit migrated from https://github.com/dotnet/corefx/commit/586cffcdfdf23ad6c193a4bf37fce88a1bf69508