Add allowances for proxies

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You should note a way to run the script from behind a proxy. It's unclear that the script that is downloaded will also have to have proxy access to run. I think users behind proxy expect to modify a curl request to include their proxy details, but they might be annoyed to find that in the getting passed to bash there is another curl request needing the proxy. Something like:

export $https_proxy=your.proxy.com:3128
curl -L -O https://packages.gitlab.com/install/repositories/runner/gitlab-runner/script.rpm.sh
sudo -E sh script.rpm.sh