In many cases the agent can only reach the server through a local LAN HTTP proxy for security reasons. This is the case where e.g. the agent monitors a remote facility which mandates outgoing traffic only through a VPN HTTP proxy, and the server resides in the cloud.

For that reason we have used a set of simple scripts to encapsulate ZBX inside HTTP: https://bitbucket.org/sivann/zabbix_http_gateway/overview

But it would be great if zabbix could have that functionality inherently.

I've seen several tickets requesting AMQP, MQTT, etc, if encryption, and compession are of interest I would suggest HTTP/2 which is bidirectional, proxyable, widely deployed, and covers most of the other protocol benefits.