magento-cli-auto-proxy
                                
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                        Add Support for Sandbox execution
Turns out that the cli_arg_auto_proxy_di.xml is not added to the sandbox directories. Whenever you run integration tests via php bin/magento dev:tests:run integration or via cd dev/tests/integration && php ../../../vendor/bin/phpunit -c ../../../phpunit-integration.xml Magento create temporary directories under dev/tests/integration/tmp/sandox-..... These sandbox directories don't include the cli_arg_auto_proxy_di.xml, so the classic flag error occurs.
In \Magento\TestFramework\Application::copyAppConfigFiles, the pattern shows that we could place the cli_arg_auto_proxy_di.xml into app/etc/SOMEDIR/di.xml and it would work for the sandbox tests.
This needs to be tested for the non-sandbox execution though.