Fix proxy_download support for lfs controller

What does this MR do?

Fixes bug described in omnibus-gitlab!2342 (comment 62182045)

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Tests added for this feature/bug
• Review
  • Has been reviewed by Backend
• Conform by the merge request performance guides
• Conform by the style guides

What are the relevant issue numbers?

None yet.