The "proxy_socket_keepalive" directive is to set the SO_KEEPALIVE
socket option, which is to detect broken connections by sending
TCP keepalive probes periodically. It is may make sense to turn
this on in complex setups if there are upstream connections which
does not transfer anything for a long time (for example, when
proxying WebSockets with large timeouts). For client-side
connections, the same option can be set using the "so_keepalive"
parameter of the "listen" directive.
While the name is somewhat similar, it is unrelated to keeping
connections alive between requests.