I think this is getting outside of the scope of the Appium project, much in the same way that Selenium refuses to return HTTP status codes, I think if we got into the proxy server business that's a whole different project.
That being said, you could modify your Automation.tracetemplate to include the Networking widget that Instruments.app provides, and its output will be saved to the .trace file created by your script.
You could also setup a proxy on your device's wifi connection or on the machine running your simulator and pull the information that way.