HTTP CONNECT + GET return wrong status - sockets

Question

I'm sending GET requests via proxy that only supports HTTP (no HTTPS support). When I use that proxy (or any other http-only proxy) to request HTTPS it returns 403 when I use curl (and it seems to be the correct status). But if I just use CONNECT and GET I get 200.
Curl - 403 Forbidden:
curl -x proxyhost:proxyport -I https://example.com -vvv
* Trying PROXYHOST:8080...
* TCP_NODELAY set
* Connected to PROXYHOST (PROXYHOST) port 8080 (#0)
* allocate connect buffer!
* Establish HTTP proxy tunnel to www.example.com:443
> CONNECT www.example.com:443 HTTP/1.1
> Host: www.example.com:443
> User-Agent: curl/7.68.0
> Proxy-Connection: Keep-Alive
>
< HTTP/1.1 403 Forbidden
HTTP/1.1 403 Forbidden
< Date: Fri, 15 Oct 2021 15:37:31 GMT
Date: Fri, 15 Oct 2021 15:37:31 GMT
< Server: Apache
Server: Apache
< Content-Length: 202
Content-Length: 202
< Content-Type: text/html; charset=iso-8859-1
Content-Type: text/html; charset=iso-8859-1
<
* Received HTTP code 403 from proxy after CONNECT
* CONNECT phase completed!
* Closing connection 0
curl: (56) Received HTTP code 403 from proxy after CONNECT
Pure HTTP - 200 OK:
CONNECT PROXYHOST:PROXYPORT HTTP/1.0
GET https://www.example.com:443 HTTP/1.0
HTTP/1.0 200 OK
Why do I get 200 with CONNECT + GET?
Additional info:
PROXYHOST is just a random host without any proxy setting or software. It just happens so that when you use it as proxy for http GET requests it returns correct status (200 if requested page exists, 404 if it does not, etc) and its own html instead of requested body. At the same time it always returns 403 if you try to use it as proxy for requesting https via anything but CONNECT + GET.
I also tried python requests and got this result (with verbose logs):
proxy = {'https': 'http://PROXYHOST:8080', 'http': 'http://PROXYHOST:8080'}
requests.get('https://example.com', proxies=proxy)
# logs
send: b'CONNECT example.com:443 HTTP/1.0\r\n'
send: b'\r\n'
# exception
File "/usr/lib/python3.8/http/client.py", line 276, in _read_status
raise RemoteDisconnected("Remote end closed connection without"
http.client.RemoteDisconnected: Remote end closed connection without response / (Caused by ProxyError('Cannot connect to proxy.', RemoteDisconnected('Remote end closed connection without response')))
requests.get('http://example.com', proxies=proxy)
# logs
send: b'GET http://example.com/ HTTP/1.1\r\nHost: example.com\r\nUser-Agent: python-requests/2.25.0\r\nAccept-Encoding: gzip, deflate\r\nAccept: */*\r\nConnection: keep-alive\r\n\r\n'
reply: 'HTTP/1.1 200 OK\r\n'
header: Date: Fri, 15 Oct 2021 17:10:00 GMT
header: ...
<Response [200]>