pkg/proxy: Fix issue that would cause localhost to get stuck in TIME_WAIT per-connection.

@crosbymichael @discordianfish can you test? Thanks.

There's also another issue with first connections; I will address that in a second patch.

Fixes #7350

Also /cc @LK4D4 
Why a struct and not a bool?
Beside that, I would call it exited or finished to make it clear that it signals that something has happened, as oppose to 'quite' which is more of an instruction.