HAProxy sticky cookie ignored as forward proxy

I’m using HAProxy as a forward proxy, with a backend consisting of 10 upstream http proxies.
I’m using roundrobin for loadbalancing which works perfectly.

backend pool
mode http
balance roundrobin
timeout queue 30s
timeout server 30s
timeout connect 5s
cookie SERVER_USED insert indirect nocache

server verify none cookie c1
server verify none cookie c2

I use curl to test this

curl --proxy "http://localhost:3128" https://twitter.com -v --insecure -b SERVER_USED=c2

Persistence is ignored and the cookie is not even ommitted from the request before it is forwarded through the proxy.