Undici does not use CONNECT or otherwise validate upstream HTTPS certificates when using a proxy

**Summary:** When using Undici with its ProxyAgent, it does not use CONNECT or correctly verify the upstream server's HTTPS certificate.

const undici = require('undici')
const dispatcher = new undici.ProxyAgent({ uri: "http://localhost:8118" })
console.log((await undici.fetch("https://self-signed.badssl.com", { dispatcher })).status);