[Zero Trust] Fix typo in supported proxy modes

[schultetwin1]

Previously the docs for the Zero Trust desktop client mentioned that our proxy supports either SOCKS or HTTPS proxies. The HTTPS proxy is not correct. We support HTTP only.

[Noah-Kennedy]

HTTP vs HTTPS makes no difference to the threat model, since we would basically have to bundle a private key onto the machine to get a local HTTPS proxy. We should explain this here.