integration,proxy: Skip WatchRequestProgress test in grpc-proxy mode.

Fixes:
  go test -tags cluster_proxy ./clientv3/integration -v -run TestWatchRequestProgress

Does not fail the grpc-server (completely) by a not implemented RPC.
Failing whole server by remote request is anti-pattern and security
risk.

Prior to the fix, the command line above was failing with:

```
=== RUN   TestWatchRequestProgress/0-watcher
panic: not implemented

goroutine 602 [running]:
go.etcd.io/etcd/v3/proxy/grpcproxy.(*watchProxyStream).recvLoop(0xc0004779d0, 0x0, 0x0)
	/home/ptab/corp/etcd/proxy/grpcproxy/watch.go:275 +0xac5
go.etcd.io/etcd/v3/proxy/grpcproxy.(*watchProxy).Watch.func1(0xc0034f94a0, 0xc0004779d0)
	/home/ptab/corp/etcd/proxy/grpcproxy/watch.go:129 +0x53
created by go.etcd.io/etcd/v3/proxy/grpcproxy.(*watchProxy).Watch
	/home/ptab/corp/etcd/proxy/grpcproxy/watch.go:127 +0x3c8
FAIL	go.etcd.io/etcd/v3/clientv3/integration	0.215s
FAIL
```

clientv3/integration/watch_test.go

@@ -609,6 +609,9 @@ func TestConfigurableWatchProgressNotifyInterval(t *testing.T) {
 }
 
 func TestWatchRequestProgress(t *testing.T) {
+	if integration.ThroughProxy {
+		t.Skipf("grpc-proxy does not support WatchProgress yet")
+	}
 	testCases := []struct {
 		name     string
 		watchers []string

integration/cluster_direct.go

@@ -23,7 +23,7 @@ import (
 	pb "go.etcd.io/etcd/v3/etcdserver/etcdserverpb"
 )
 
-const throughProxy = false
+const ThroughProxy = false
 
 func toGRPC(c *clientv3.Client) grpcAPI {
 	return grpcAPI{

integration/cluster_proxy.go

@@ -27,7 +27,7 @@ import (
 	"go.uber.org/zap"
 )
 
-const throughProxy = true
+const ThroughProxy = true
 
 var (
 	pmu     sync.Mutex

integration/v3_watch_test.go

@@ -1242,7 +1242,7 @@ func TestV3WatchCancellation(t *testing.T) {
 	}
 
 	var expected string
-	if throughProxy {
+	if ThroughProxy {
 		// grpc proxy has additional 2 watches open
 		expected = "3"
 	} else {
@@ -1279,7 +1279,7 @@ func TestV3WatchCloseCancelRace(t *testing.T) {
 	}
 
 	var expected string
-	if throughProxy {
+	if ThroughProxy {
 		// grpc proxy has additional 2 watches open
 		expected = "2"
 	} else {

proxy/grpcproxy/watch.go

@@ -272,7 +272,8 @@ func (wps *watchProxyStream) recvLoop() error {
 			wps.delete(uv.CancelRequest.WatchId)
 			wps.lg.Debug("cancel watcher", zap.Int64("watcherId", uv.CancelRequest.WatchId))
 		default:
-			panic("not implemented")
+			// Panic or Fatalf would allow to network clients to crash the serve remotely.
+			wps.lg.Error("not supported request type by gRPC proxy", zap.Stringer("request", req))
 		}
 	}
 }