A DESCRIPTION OF THE PROBLEM :
In jdk.internal.net.http.common.Utils, the code says:
public static final BiPredicate<String, String> CONTEXT_RESTRICTED(HttpClient client) {
        return (k, v) -> client.authenticator() == null ||
                ! (k.equalsIgnoreCase("Authorization")
                        && k.equalsIgnoreCase("Proxy-Authorization"));
    }

But client.authenticator() returns an Optional and thus cannot be null.
This has been fixed in master by the following code:
public static final BiPredicate<String, String> CONTEXT_RESTRICTED(HttpClient client) {
        return (k, v) -> client.authenticator().isEmpty() ||
                ! (k.equalsIgnoreCase("Authorization")
                        && k.equalsIgnoreCase("Proxy-Authorization"));
    }

But unfortunately the code hasn't been backported to JDK 11

STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
Try to implement proxy authentication using JDK 11 HttpClient

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
Proxy Authentication should work
ACTUAL -
Proxy Authentication doesn't work