Error: Failed to install the MSDO CLI nuget package while running behind proxy

[mnieto]

After the update to the 1.7.x version, the MicrosoftSecurityDevOps@1 started to fail in Azure DevOps self-hosted agents configured behind a proxy
It's failling in both Windows and Linux agents. The below logs are from Windows2022 agents

In previous versions, 1.6.x ,when it had dependency on dotnet, execution was fine

Example failing task

  - task: MicrosoftSecurityDevOps@1
    displayName: Secret scanner
    inputs:
      categories: 'secrets'
      break: true
      publish: true
      artifactName: CodeAnalysisLogs

Log:

##[debug]Evaluating condition for step: 'Secret scanner'
##[debug]Evaluating: SucceededNode()
##[debug]Evaluating SucceededNode:
##[debug]=> True
##[debug]Result: True
Starting: Secret scanner
==============================================================================
Task         : Microsoft Security DevOps
Description  : Run the Microsoft Security DevOps CLI for static analysis.
Version      : 1.7.2
Author       : Microsoft Corporation
Help         : Runs the [Microsoft Security DevOps CLI](https://aka.ms/msdo-nuget) for security analysis.
==============================================================================
##[debug]Using node path: C:\agent01-2\externals\node16\bin\node.exe
##[debug]agent.TempDirectory=C:\agent01-2\_work\_temp
##[debug]loading inputs and endpoints
##[debug]loading ENDPOINT_AUTH_PARAMETER_SYSTEMVSSCONNECTION_ACCESSTOKEN
##[debug]loading ENDPOINT_AUTH_SCHEME_SYSTEMVSSCONNECTION
##[debug]loading ENDPOINT_AUTH_SYSTEMVSSCONNECTION
##[debug]loading INPUT_ARTIFACTNAME
##[debug]loading INPUT_BREAK
##[debug]loading INPUT_CATEGORIES
##[debug]loading INPUT_POLICY
##[debug]loading INPUT_PUBLISH
##[debug]loading SECRET_SYSTEM_ACCESSTOKEN
##[debug]loaded 9
##[debug]Agent.ProxyUrl=http://proxy:80
##[debug]Agent.ProxyUsername=undefined
##[debug]Agent.ProxyPassword=undefined
##[debug]Agent.ProxyBypassList=[".*\\.azurewebsites\\.net",".*\\.azure\\.net"]
##[debug]expose agent proxy configuration.
##[debug]expose agent certificate configuration.
##[debug]Agent.SkipCertValidation=undefined
##[debug]config=undefined
##[debug]policy=microsoft
##[debug]categories=secrets
##[debug]languages=undefined
##[debug]tools=undefined
##[debug]publish=true
##[debug]artifactName=CodeAnalysisLogs
##[debug]break=true
##[debug]sarifFile = C:\agent01-2\_work\69\a\.gdn\msdo.sarif
------------------------------------------------------------------------------
Installing Microsoft Security DevOps Cli version: Latest
##[debug]packageName = Microsoft.Security.Devops.Cli.win-x64
##[debug]agentDirectory = C:\agent01-2\_work\_msdo
##[debug]agentPackagesDirectory = C:\agent01-2\_work\_msdo\packages
##[debug]agentVersionsDirectory = C:\agent01-2\_work\_msdo\versions
##[debug]MSDO CLI version contains a latest quantifier: Latest. Continuing with install...
##[debug]MSDO_MICROSOFTSECURITYDEVOPSCLIWINX64_LATESTVERSION=undefined
##[debug]Fetching service index for: https://api.nuget.org/v3/index.json
##[debug]GET https://api.nuget.org/v3/index.json
(node:8784) Warning: Setting the NODE_TLS_REJECT_UNAUTHORIZED environment variable to '0' makes TLS connections and HTTPS requests insecure by disabling certificate verification.
(Use `node --trace-warnings ...` to show where the warning was created)
##[debug]Error: Error calling url: Error: connect ETIMEDOUT 152.199.23.209:443
##[debug]MSDO_MICROSOFTSECURITYDEVOPSCLIWINX64_LATESTVERSION=undefined
##[debug]Fetching service index for: https://api.nuget.org/v3/index.json
##[debug]GET https://api.nuget.org/v3/index.json
##[debug]Error: Error calling url: Error: connect ETIMEDOUT 152.199.23.209:443
##[debug]MSDO_MICROSOFTSECURITYDEVOPSCLIWINX64_LATESTVERSION=undefined
##[debug]Fetching service index for: https://api.nuget.org/v3/index.json
##[debug]GET https://api.nuget.org/v3/index.json
##[debug]Error: Error calling url: Error: connect ETIMEDOUT 152.199.23.209:443
Exception occurred while initializing MSDO:
##[debug]task result: Failed
##[error]Error: Failed to install the MSDO CLI nuget package.
##[debug]Processed: ##vso[task.issue type=error;]Error: Failed to install the MSDO CLI nuget package.
##[debug]Processed: ##vso[task.complete result=Failed;]Error: Failed to install the MSDO CLI nuget package.
Finishing: Secret scanner