What is the feature and why do you need it:
It would be nice if the client supports socks5 proxy to be on par with the kubectl which respects and uses properly env. proxy var of the sort of http_proxy=socks5://.....

Describe the solution you'd like to see:
it would be sufficient if the code checks for the proxy schema in configuration.proxy and use urllib3.contrib.socks.SOCKProxyManager instead of urllib3.ProxyManager accordingly.