init: Allow -proxy="" setting values

This drops the `No proxy server specified. Use -proxy=<ip> or -proxy=<ip:port>`
error when a empty `-proxy=` command line argument, `bitcoin.conf` value, or
`settings.json` value is specified, and just makes bitcoin connect and listen
normally in these cases.

The error was originally added in https://github.com/bitcoin/bitcoin/pull/20003
to prevent a bare `-proxy` command line argument with no assignment from
clearing proxy settings. But it was implemented in an overbroad way breaking
empty `-proxy=` assignments as well.

The motivation for this change is to prevent a GUI bug that happens with
https://github.com/bitcoin/bitcoin/pull/15936, reported in
https://github.com/bitcoin/bitcoin/pull/15936#pullrequestreview-937685759 by
vasild, that happens after a proxy setting is enabled and disabled in the GUI.
But this change also makes sense on its own to remove a potentially confusing
error message.

test/functional/feature_config_args.py

@@ -85,7 +85,7 @@ class ConfArgsTest(BitcoinTestFramework):
 
     def test_invalid_command_line_options(self):
         self.nodes[0].assert_start_raises_init_error(
-            expected_msg='Error: No proxy server specified. Use -proxy=<ip> or -proxy=<ip:port>.',
+            expected_msg='Error: Error parsing command line arguments: Can not set -proxy with no value. Please specify value with -proxy=value.',
             extra_args=['-proxy'],
         )