I added this trust_env and it works. I would be glad if someone else suggests if this is a good idea or not.
As @frenck said in here the above suggestion may not work in all situations as there is no control over third party libraries and they way they make HTTP requests.
But I think at least we can have this option so that the official and most of the add-ons will support HTTP proxy and if an add-on will not work someone reports an issue and can fix it. Also python-requests library respects HTTP_PROXY by default without any configuration.