You don't understand the request. This is not about requests being made to Plesk.
Plesk needs to communicate with the outside world, e.g. to receive updates. At my institution, we secure servers by requiring their outgoing HTTP and HTTPS traffic to go through an application level HTTP(S) proxy. This requires applications to explicitly set this proxy when they want to perform HTTP(S) traffic; e.g. with curl, we can use the HTTP(S)_PROXY environment variable.
I'm not saying this is the right thing to do, but it's how things are set up for me and I have no way to change it, and clearly we are not the only institution that has set things up in this way.
Yes, I can hack my Linux iptables to automatically pass any outgoing HTTP(S) requests through the proxy and receive the replies as if no proxy were there, but I don't need to do this for curl and many other applications. The request is to not have to do it for Plesk, either.