Update proxy_with_auth.py

[AntiChrist-Coder]

better not to use "global driver", Will also solve issues when trying to launch multiple instances at the same time, using global driver will cause erroring

[kaliiiiiiiiii]

@AntiChrist-Coder Yeah I understand your point, thought about using lambda instead as well. however, the usage of lambdacan be a little confusing for beginners.