How exactly does Wordpress load themes from api.wordpress.org?

On a computer with Windows 7 there is a blocking all websites except those are specified in the file C:\Windows\System32\drivers\etc\hosts which serves as "DNS" like

123.456.789.123 example.com

and DNS in network adapter settings are switched to 127.0.0.1

As I see in wp-admin/includes/theme.php, free available WP themes in admin panel on pages "Themes > Add new" and "Customize > Change > WordPress.org themes" are loaded from the url api.wordpress.org. But this url is not mentioned in the hosts file.

So how can it be possible the themes are still loaded?

If I remove in wp-includes/class-http.php inside of the function request() the lines

$proxy = new WP_HTTP_Proxy();
if ( $proxy-is_enabled()  $proxy-send_through_proxy( $url ) ) {
    // ...
}

nothing changes and themes continue to load, so the proxy is not used.

How themes are loaded from api.wordpress.org bypassing DNS?