Remove unnecessary rubygems request in proxy mode

Without any specified gems, there is no need to ping rubygems.org. It's
assumed that bundler does this request to check whether the dependency
API is supported.

@reggieb I'm currently about to remove the hard dependency on rubygems.org availability in proxy mode. This is just the first very low hanging fruit, the other dependency calls are a bit more tricky. I was thinking about adding an option to cache the results of rubygems.org/api/v1/dependencies requests and having something periodically refresh the cache. Thoughts?