verify=False doesn't ignore certificate errors with proxy

Summary.

When creating a session and setting `verify=False` with a proxy defined value error is raised.  The easiest way to setup this issue is to open Fiddler4 and run the following on Windows:

```
import requests
import urllib
url = "https://www.arcgis.com/sharing/rest?f=json"
proxies = urllib.request.getproxies()

session = requests.Session()
session.proxies = proxies
session.trust_env = True
session.verify = False
resp = session.get(url=url)
print(resp.json())

```

## Expected Result

```
{'currentVersion': '9.2'}
```

## Actual Result

```
Traceback (most recent call last):
  Python Shell, prompt 2, line 10
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\requests\sessions.py", line 555, in get
    return self.request('GET', url, **kwargs)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\requests\sessions.py", line 542, in request
    resp = self.send(prep, **send_kwargs)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\requests\sessions.py", line 655, in send
    r = adapter.send(request, **kwargs)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\requests\adapters.py", line 449, in send
    timeout=timeout
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\urllib3\connectionpool.py", line 696, in urlopen
    self._prepare_proxy(conn)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\urllib3\connectionpool.py", line 964, in _prepare_proxy
    conn.connect()
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\urllib3\connection.py", line 359, in connect
    conn = self._connect_tls_proxy(hostname, conn)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\urllib3\connection.py", line 506, in _connect_tls_proxy
    ssl_context=ssl_context,
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\urllib3\util\ssl_.py", line 432, in ssl_wrap_socket
    ssl_sock = _ssl_wrap_socket_impl(sock, context, tls_in_tls)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\site-packages\urllib3\util\ssl_.py", line 474, in _ssl_wrap_socket_impl
    return ssl_context.wrap_socket(sock)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\ssl.py", line 423, in wrap_socket
    session=session
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-dev\Lib\ssl.py", line 827, in _create
    raise ValueError("check_hostname requires server_hostname")
builtins.ValueError: check_hostname requires server_hostname
```

What happened instead.

## Reproduction Steps

```python
import requests

```

## System Information

    $ python -m requests.help

```
{
  "chardet": {
    "version": "4.0.0"
  },
  "cryptography": {
    "version": "3.3.1"
  },
  "idna": {
    "version": "2.10"
  },
  "implementation": {
    "name": "CPython",
    "version": "3.7.10"
  },
  "platform": {
    "release": "10",
    "system": "Windows"
  },
  "pyOpenSSL": {
    "openssl_version": "1010109f",
    "version": "20.0.1"
  },
  "requests": {
    "version": "2.25.1"
  },
  "system_ssl": {
    "version": "1010109f"
  },
  "urllib3": {
    "version": "1.25.11"
  },
  "using_pyopenssl": true
}
```



I can reproduce the issue with the latest requests 2.26.x and urllib3 1.26.6

PR: https://github.com/urllib3/urllib3/pull/2407 breaks the `requests.Session` object it appears when any proxy is given now.

Duplicate of #5943