Encontrou isto: link
There are no plans to implement HTTP/2 support in the proxy module in the foreseeable future
Trecho de um e-mail mencionado no ticket:
There is almost no sense to implement it, as the main HTTP/2 benefit is that it allows multiplexing many requests within a single connection, thus [almost] removing the limit on number of simalteneous requests - and there is no such limit when talking to your own backends. Moreover, things may even become worse when using HTTP/2 to backends, due to single TCP connection being used instead of multiple ones.