Internal macro {HOST.*} is not working inside HTTP Proxy field for HTTP Agent checks

Steps to reproduce:
https://www.zabbix.com/documentation/6.0/en/manual/appendix/macros/supported_by_location

HTTP agent type item, item prototype and discovery rule fields:
URL, Query fields, Request body, Headers, Proxy, SSL certificate file, SSL key file, Allowed hosts.

Create HTTP Agent with Proxy field populated like:

http://{HOST.IP}:8080

Result:

• Manual test works.
• Server side checks ends up with: Cannot perform request: Could not resolve proxy: {HOST.IP}

  .

Expected:
Server or Proxy is able to resolve internal macro as described in the documentation and perform HTTP agent check.