Endless loop with HTTPS proxies returning Connection: close header for CONNECT request

Serf gets stuck in endless loop if HTTPS proxy return "Connection: close" header in response for CONNECT request. Note that tunnel is successfully established and connection will be closed when tunnel will be closed. One of such proxy is Fiddler.

Reproduction script:
1. Run Fiddler2 proxy [1]
2. Run serf_get.exe -p localhost:8888 https://www.google.com/
serf_get.exe never complete, while in Fiddler shows multiple conversations like this:
[[[
C: CONNECT google.com:443 HTTP/1.1
C: Host: google.com:443

S: HTTP/1.1 200 Connection Established
S: FiddlerGateway: Direct
S: StartTime: 14:20:32.465
S: Connection: close
]]]

[1] http://fiddler2.com/