Fix unhandled rejection in proxy-request

[JeremieDoctrine]

Trying to fix : #72522

What?

The finally method actually creates a new promise. You have to listen to this new promise instead of the original one or you might end up with unhandled rejection.

Taken from the documentation :

The finally() method of Promise instances schedules a function to be called when the promise is settled (either fulfilled or rejected). It immediately returns another Promise object, allowing you to chain calls to other promise methods.

Why?

see : #72522

How?

Fixes : #72522