#7152: Clarify that ProxyHandler is added only if proxy settings are detected.

Behavior confirmation and initial patch by Jessica McKellar.
Reflow paragraph.
Issue #17843: Remove bz2 test data that triggers antivirus warnings.
Add missing NEWS entry for issue #17843.
#7152: Remove incorrectly added reference to DataHandler.
#17866: mention that in Python 3, assertItemsEqual is named assertCountEqual.