### 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
s: number) => boolean) | null;
  maxBodyLength?: number;
  maxRedirects?: number;
  maxRate?: number | [MaxUploadRate, MaxDownloadRate];
  beforeRedirect?: (options: Record<string, any>, responseDetails: {headers: Record<string, string>}) => void;
  socketPath?: string | null;
  httpAgent?: any;
  httpsAgent?: any;
  proxy?: AxiosProxyConfig | false;
  cancelToken?: CancelToken;
  decompress?: boolean;
  transitional?: TransitionalOptions;
  signal?: GenericAbortSignal;
  insecureHTTPParser?: boolean;
  env?: {
    FormData?: new (...args: any[]) => object;
  };
  formSerializer?: FormSerializerOptions;
}
export interface HeadersDefaults {
  common: RawAxiosRequestHeaders;
  delete: RawAxiosRequestHeaders;
  get: RawAxiosRequestHeaders;
  head: RawAxiosRequestHeaders;
  post: RawAxiosRequestHeaders;
  put: RawAxiosRequestHeaders;
  patch: RawAxiosRequestHeaders;
  options?: RawAxiosRequestHeaders;
  purge?: RawAxiosRequestHeaders;
  link?: RawAxiosRequestHeaders;
  unlink?: RawAxiosRequestHeaders;
}
export interface AxiosDefaults<D = any> extends Omit<AxiosRequestConfig<D>, 'headers'> {
  headers: HeadersDefaults;
}
export interface CreateAxiosDefaults<D = any> extends Omit<AxiosRequestConfig<D>, 'headers'> {
  headers?: RawAxiosRequestHeaders | Partial<HeadersDefaults>;
}
export interface AxiosResponse<T = any, D = any> {
  data: T;
  status: number;
  statusText: string;
  headers: RawAxiosResponseHeaders | AxiosResponseHeaders;
  config: AxiosRequestConfig<D>;
  request?: any;
}
export class AxiosError<T = unknown, D = any> extends Error {
  constructor(
      message?: string,
      code?: string,
      config?: AxiosRequestConfig<D>,
      request?: any,
      response?: AxiosResponse<T, D>
  );
  config?: AxiosRequestConfig<D>;
  code?: string;
  request?: any;
  response?: AxiosResponse<T, D>;
  isAxiosError: boolean;
  status?: number;
  toJSON: () => object;
  cause?: Error;
  static from<T = unknown, D = any>(
    error: Error | unknown,
    code?: string,