Describe the problem you are trying to solve
Reqwest 0.9.20 does not send User-Agent to proxy, which MIGHT cause problems with some proxy.
seanmonstar/reqwest#660

Describe the solution you'd like
I opened an issue in reqwest, and it was fixed in 0.9.21.
I would like rustup to upgrade.

Notes
I'm using RUSTUP_USE_CURL=1 for the time being
I'm also working with my IT service to relax the rules on the proxy