BUG/MEDIUM: checks: fix recent regression on agent-check making it crash

BUG/MEDIUM: checks: fix recent regression on agent-check making it crash

In order to address the mailers issues, we needed to store the proxy
into the checks struct, which was done by commit c98aa1f18 ("MINOR:
checks: Store the proxy in checks."). However this one did it only for
the health checks and not for the agent checks, resulting in an immediate
crash when the agent is enabled on a random config like this one :

  listen agent
      bind :8000
      server s1 255.255.255.255:1 agent-check agent-port 1

Thanks to Seri Kim for reporting it and providing a reproducer in
issue #20. This fix must be backported to 1.9.