Fix HTTP Header Loss Due to Early Progress Writing in Scalar Subqueries

In previous versions, when there was a scalar subquery, we started writing the progress (accumulated from processing the subquery) during the initialization of the data format, which was before HTTP headers were written. This led to the loss of HTTP headers, such as X-ClickHouse-QueryId and X-ClickHouse-Format, as well as Content-Type. #74991 (Alexey Milovidov).