Setting proxy in environment variable results in F# language service Error: socket hang up

[rus-vladimir]

I'm using VS Code on windows 10 behind corporate proxy. I've setup proxy in windows environment variables:

So when opening a F# solution I have no intellisense, F# project explorer and all the stuff needed and in F# Language Service I see:

If I remove the proxy from environment variables and use "http.proxy": "http://my-proxy:3128", in settings.json instead everything seems to be running smoothly again.
Is it the expected behavior?

[vbfox]

Duplicate of #272 (and a few others).

Now that axios merged my PR and did a release, this should be easily solvable.