pip version 20.3.1 show connection broken issue

[polaron-cao]

Environment

• pip version: 20.3.1
• Python version: 3.8.3
• OS: window 10

Description

After I upgrade the pip version to 20.3.1 when I pip install some packages, it shows the error like below
WARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=3, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=2, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=1, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=0, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
ERROR: Could not find a version that satisfies the requirement jupyterlab
ERROR: No matching distribution found for jupyterlab

When I change back to pip version 19.2.3, it can install packages normally

Expected behavior

How to Reproduce

1. Get package from '...'
2. Then run '...'
3. An error occurs.

Output
WARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=3, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=2, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=1, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
WARNING: Retrying (Retry(total=0, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError(0, 'Error'))': /simple/jupyterlab/
ERROR: Could not find a version that satisfies the requirement jupyterlab
ERROR: No matching distribution found for jupyterlab

Paste the output of the steps above, including the commands themselves and
pip's output/traceback etc.

[pradyunsg]

See #9216