Follow-up to #10044

Fixes #12412

Steps to test

1. Be in a network requiring a proxy without (!) a password
2. Confgiure JabRef
3. Use citation relations

Mandatory checks

• I own the copyright of the code submitted and I license it under the MIT license
• Change in CHANGELOG.md described in a way that is understandable for the average user (if change is visible to the user)
• [/] Tests created for changes (if applicable)
• [/] Manually tested changed features in running JabRef (always required)
• [/] Screenshots added in PR description (if change is visible to the user)
• [/] Checked developer's documentation: Is the information available and up to date? If not, I outlined it in this pull request.
• [/] Checked documentation: Is the information available and up to date? If not, I created an issue at https://github.com/JabRef/user-documentation/issues or, even better, I submitted a pull request to the documentation repository.