Some of our networking tests use ServerSocket.getLocalSocketAddress() to determine the local address
to which a client (in the test) must connect. Typically, this method returns the special
"any local address" value 0.0.0.0 or ::0

On *nix, a client Socket can connect to these addresses directly, but clearly they makes no sense to proxies
and need to be added to the default "no-proxy" list.

The situation on Windows is not clear and may have to be addressed in a different CR.