Description:
------------
In a manner similar to #50489, the "user_agent" (or default PHP User-Agent string) should be included in the HTTP headers when connecting through a proxy server.

Some proxy servers refuse tunneling unless a User-Agent is provided, but the SOAP extension doesn't include one event if the "user_agent" value is provided in the option headers.

Test script:
---------------
<?php

$client = new SoapClient("/path/to/some/wsdl.xml",
  array( 
    'classmap' => $CLASSMAP,
    'trace' => false,
    'user_agent' => 'PHP',
    'proxy_host' => 'cie-vproxy.cie.etat.lu',
    'proxy_port' => 80,
  )
);

/* ... */

$client->request()


Expected result:
----------------
The script should connect to the proxy server and send the request with a "User-Agent: PHP" header.

Actual result:
--------------
The request doesn't contain a "User-Agent" header and the proxy refuses to tunnel the request.