Hide message about empty proxy path if no cert/proxy is available. (Fixes BUGZ-4154)

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This merge request is automatically cherrypicked from !1723 (merged) from source branch https://source.coderefinery.org/aleksandr.konstantinov/arc/-/tree/no_proxy_error_message_if_not_needed orginally made by @aleksandr.konstantinov .
The original MR went to branch: https://source.coderefinery.org/nordugrid/arc/-/tree/next

The following commits were omitted due to cherrypick failures or deliberately skipped since they are merge commits from master or next branch:
[ c8b67454 ]
Inspect the merge request and only merge if you are sure everything that should be included is included.
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Hide message about empty proxy path if no cert/proxy is available.