### Describe the bug

Seems like #5227 re-introduced #3219.

When attempting to compile with TypeScript without DOM types, compilation fails:

```
node_modules/axios/index.d.ts(275,11): error TS2304: Cannot find name 'ProgressEvent'.
```

### To Reproduce

```
// tsconfig.json
{
  "compilerOptions": {
    "sourceMap": true,
    "esModuleInterop": true,
    "outDir": "dist",
    "strict": true,
    "target": "es2018",
    "module": "commonjs",
    "lib": ["es2018"],
    "forceConsistentCasingInFileNames": true,
    "moduleResolution": "node"
  }
}
```

### Code snippet

```ts
import axios from "axios";

axios({
    method: "GET",
    url: "https://example.com",
  });
```

### Expected behavior

Compiles without DOM types.

### Axios Version

1.2.0

### Adapter Version

_No response_

### Browser

_No response_

### Browser Version

_No response_

### Node.js Version

_No response_

### OS

_No response_

### Additional Library Versions

typescript: 4.9.3

### Additional context/Screenshots

_No response_
index.d.ts

type AxiosHeaderValue = AxiosHeaders | string | string[] | number | boolean | null;
type RawAxiosHeaders = Record<string, AxiosHeaderValue>;
type MethodsHeaders = {
  [Key in Method as Lowercase<Key>]: AxiosHeaders;
};
interface CommonHeaders {
  common: AxiosHeaders;
}
type AxiosHeaderMatcher = (this: AxiosHeaders, value: string, name: string, headers: RawAxiosHeaders) => boolean;
type AxiosHeaderSetter = (value: AxiosHeaderValue, rewrite?: boolean | AxiosHeaderMatcher) => AxiosHeaders;
type AxiosHeaderGetter = ((parser?: RegExp) => RegExpExecArray | null) |
    ((matcher?: AxiosHeaderMatcher) => AxiosHeaderValue);
type AxiosHeaderTester = (matcher?: AxiosHeaderMatcher) => boolean;
export class AxiosHeaders {
  constructor(
      headers?: RawAxiosHeaders | AxiosHeaders
  );
  set(headerName?: string, value?: AxiosHeaderValue, rewrite?: boolean | AxiosHeaderMatcher): AxiosHeaders;
  set(headers?: RawAxiosHeaders | AxiosHeaders, rewrite?: boolean): AxiosHeaders;
  get(headerName: string, parser: RegExp): RegExpExecArray | null;
  get(headerName: string, matcher?: true | AxiosHeaderMatcher): AxiosHeaderValue;
  has(header: string, matcher?: true | AxiosHeaderMatcher): boolean;
  delete(header: string | string[], matcher?: AxiosHeaderMatcher): boolean;
  clear(): boolean;
  normalize(format: boolean): AxiosHeaders;
  concat(...targets: Array<AxiosHeaders | RawAxiosHeaders | string>): AxiosHeaders;
  toJSON(asStrings?: boolean): RawAxiosHeaders;
  static from(thing?: AxiosHeaders | RawAxiosHeaders | string): AxiosHeaders;
  static accessor(header: string | string[]): AxiosHeaders;
  static concat(...targets: Array<AxiosHeaders | RawAxiosHeaders | string>): AxiosHeaders;
  setContentType: AxiosHeaderSetter;
  getContentType: AxiosHeaderGetter;
  hasContentType: AxiosHeaderTester;
  setContentLength: AxiosHeaderSetter;
  getContentLength: AxiosHeaderGetter;
  hasContentLength: AxiosHeaderTester;
  setAccept: AxiosHeaderSetter;
  getAccept: AxiosHeaderGetter;
  hasAccept