not sure if it should be part of this lib or if the handling of env variables should be part of the apps using this lib. comming from wp-cli/wp-cli#3019

if try to run wp core download it connects directly not using the exported proxy. so it runs in a timeout because of the lan setting only allowing to connect to the net trough the proxy.
so reading the proxy settings from the env variables and connection through that proxy would be awesome, because then it could be used in proxied & firewalled environments.

answer:

wp core download uses the Requests library to make remote requests. I'd suggest opening a ticket with that project to discuss supporting the environment variables.