Why don't current websocket client implementations support proxies?

Question

A Web Socket detects the presence of a proxy server and automatically sets up a tunnel to pass through the proxy. The tunnel is established by issuing an HTTP

Answer 1

The communication channel is already established by the time the WebSocket protocol enters the scene. The WebSocket is built on top of TCP and HTTP so you don't have to care about the things already done by these protocols, including proxies.

When a WebSocket connection is established it always starts with a HTTP/TCP connection which is later "upgraded" during the "handshake" phase of WebSocket. At this time the tunnel is established so the proxies are transparent, there's no need to care about them.