VPN connection using http/1.0 for the initial Connect request. Is this normal?

I've tested this with IE version 7,8, and 9 on Windows Vista,7,Windows2008 and I see the same behavior in a network trace. The initial connect reqeust via a proxy goes out using version 1.0 and then the response of the Firepass VPN is using http/1.1. The client then subsequently uses 1.1. However I need the initial CONNECT request to go out using version 1.1 via a proxy.

********************** Export of Wireshark Trace of initial CONNECT ************** - Hypertext Transfer Protocol - CONNECT trmt01.test.com:443 HTTP/1.0\r\n - [Expert Info (Chat/Sequence): CONNECT trmt01.test.com:443 HTTP/1.0\r\n] [Message: CONNECT trmt01.test.com:443 HTTP/1.0\r\n] [Severity level: chat] [Group: Sequence] Request Method: CONNECT Request URI: trmt01.test.com:443 Request Version: HTTP/1.0 UserAgent: Mozilla/4.0 (compatible; MSI 7.0; Windows NT 6.0;Wow64; SLCC1; .NET CLR 2.0.50727; .NET CLR 3.0.30729; .NET CLR 3.5.21022)\r\n Host: trmt01.test.com:443\r\n - Content-Length: 0\r\n [content Length: 0] Proxy-Connetion: Keep-Alive\r\n Pragma: no-cache\r\n \r\n