Don't auto-set proxy variables if proxy_host unset

- The proxy plugin would create broken environment variables if it was
  enabled but proxy_host was not defined.

plugins/proxy/proxy.load

 # Initial proxy setup (no username/password)
-_proxy_set "http://$proxy_host"
+if set -q proxy_host
+  _proxy_set "http://$proxy_host"
+end
+