### 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
: AxiosHeaderTester;
  setUserAgent: AxiosHeaderSetter;
  getUserAgent: AxiosHeaderGetter;
  hasUserAgent: AxiosHeaderTester;
  setContentEncoding: AxiosHeaderSetter;
  getContentEncoding: AxiosHeaderGetter;
  hasContentEncoding: AxiosHeaderTester;
}
export type RawAxiosRequestHeaders = Partial<RawAxiosHeaders & MethodsHeaders & CommonHeaders>;
export type AxiosRequestHeaders = Partial<RawAxiosHeaders & MethodsHeaders & CommonHeaders> & AxiosHeaders;
export type RawAxiosResponseHeaders = Partial<Record<string, string> & {
  "set-cookie"?: string[]
}>;
export type AxiosResponseHeaders = RawAxiosResponseHeaders & AxiosHeaders;
export interface AxiosRequestTransformer {
  (this: AxiosRequestConfig, data: any, headers: AxiosRequestHeaders): any;
}
export interface AxiosResponseTransformer {
  (this: AxiosRequestConfig, data: any, headers: AxiosResponseHeaders, status?: number): any;
}
export interface AxiosAdapter {
  (config: AxiosRequestConfig): AxiosPromise;
}
export interface AxiosBasicCredentials {
  username: string;
  password: string;
}
export interface AxiosProxyConfig {
  host: string;
  port: number;
  auth?: {
    username: string;
    password: string;
  };
  protocol?: string;
}
export enum HttpStatusCode {
  Continue = 100,
  SwitchingProtocols = 101,
  Processing = 102,
  EarlyHints = 103,
  Ok = 200,
  Created = 201,
  Accepted = 202,
  NonAuthoritativeInformation = 203,
  NoContent = 204,
  ResetContent = 205,
  PartialContent = 206,
  MultiStatus = 207,
  AlreadyReported = 208,
  ImUsed = 226,
  MultipleChoices = 300,
  MovedPermanently = 301,
  Found = 302,
  SeeOther = 303,
  NotModified = 304,
  UseProxy = 305,
  Unused = 306,
  TemporaryRedirect = 307,
  PermanentRedirect = 308,
  BadRequest = 400,
  Unauthorized = 401,
  PaymentRequired = 402,
  Forbidden = 403,
  NotFound = 404,
  MethodNotAllowed = 405,
  NotAcceptable = 406,
  ProxyAuthenticationRequired = 407,
  RequestTimeout = 408,
  Conflict = 409,
  Gone = 410,
  LengthRequired = 411,
  P