wget with https proxy still uses http

[claudiu vasadi]

Hello all,

I'm trying to connect to the internet via a squid proxy but am failing
miserably. From what I can see, wget does not connect over https, even
though that's what I have configured.

I have http_proxy and https_proxy env vars both set to
"https://myproxy:3128/"; and I'm connecting, or trying to anyhow, with:

wget --proxy-user=myuser --proxy-password=mypass https://www.google.com

However, on the squid server, I clearly see:
2020-04-01 14:44:47.620113 IP x.x.x.x.5096 > myproxy.netport-id: Flags
[P.], seq 2376178009:2376178184, ack 1361494331, win 4096, options
[nop,nop,TS val 1823947742 ecr 1145522790], length 175
E....L..@../
)..
).)...9...YQ&.;...........
l.;.DGJfCONNECT www.google.com:443 HTTP/1.1
User-Agent: Wget/1.20 (linux-gnu)
Proxy-Authorization: Basic encodinggoeshere
Host: www.google.com:443

I tried specifying --secure-protocol=TLSv, --https-only and also -e
use_proxy=yes but I just can;t convince wget to establish an SSL
connection to my proxy.

What am I doing wrong here?

PS: CentOS 7.6.1810