Fix TestNoProxyHeaders and TestNoProxyHeadersHttps tests

[erikdubbelboer]

When the original request has a Connection: close header Go sets r.Close to true. When this is true Go adds the Connection: close header to the outgoing request even if the header was removed.

Fixes https://github.com/elazarl/goproxy/issues/92

This does mean that there is currently no way to make goproxy set a Connection: close header for its outgoing requests. I guess this could be made an option in ProxyCtx so you can change it in a request handler.

[erikdubbelboer]

@elazarl no?

[erikdubbelboer]

Tests are still failing...