RFR: 8364263: HttpClient: Improve encapsulation of ProxyServer

[Volkan Yazici]

Make `ProxyServer` not extend from `Thread`.

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Commit messages:
 - Make `ProxyServer` not extend from `Thread`

Changes: https://git.openjdk.org/jdk/pull/26786/files
  Webrev: https://webrevs.openjdk.org/?repo=jdk&pr=26786&range=00
  Issue: https://bugs.openjdk.org/browse/JDK-8364263
  Stats: 20 lines in 1 file changed: 2 ins; 10 del; 8 mod
  Patch: https://git.openjdk.org/jdk/pull/26786.diff
  Fetch: git fetch https://git.openjdk.org/jdk.git pull/26786/head:pull/26786

PR: https://git.openjdk.org/jdk/pull/26786