Test implict aiohttp's TCP to HTTP connector change

[viniciusdc]

There seems to be an issue with how dask or aiohttp calls the underlying proxy connector (that's decided based on the URL schema passed down as a parameter), which has changed recently. This is breaking our unit tests recently, this PR proposes a change to disable ssl checks made by the gateway client when running locally.

Reference Issues or PRs

closes #2744

What does this implement/fix?

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• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds a feature)
• Breaking change (fix or feature that would cause existing features not to work as expected)
• Documentation Update
• Code style update (formatting, renaming)
• Refactoring (no functional changes, no API changes)
• Build related changes
• Other (please describe):

Testing

• Did you test the pull request locally?
• Did you add new tests?

How to test this PR?

Any other comments?

[marcelovilla]

Thanks @viniciusdc 🚀