test: increased code coverage for proxySessionHandler

PR-URL: https://github.com/nodejs/node/pull/23583


Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Ruben Bridgewater <ruben@bridgewater.de>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Trivikram Kamat <trivikr.dev@gmail.com>
Reviewed-By: Sakthipriyan Vairamani <thechargingvolcano@gmail.com>