Why port 80 (HTTP) reported as open by nmap when it is closed?

I recently setup a small server which is running Debian 9. The purpose of this machine is to run OpenVPN server on port 443 to bypass censorship. It runs the following services and nothing else:

1. Squid on private IP belongs to VPN pool (10.8.0.1:3128)
2. SSH on private IP belongs to VPN pool (10.8.0.1:22)
3. DNS resolver on private IP belongs to VPN pool (10.8.0.1:53)
4. OpneVPN on public IP port 443 (server_public_ip_address:443)

After setting up everything, I decided to run Nmap to scan my server. To my surprise, I discovered that port 80 was open:
{macbookpro}$ sudo nmap ln.vpngatway
Sample outputs:

Starting Nmap 7.50 ( https://nmap.org ) at 2017-07-03 00:24 IST
Nmap scan report for ln.vpngatway (xxx.yyy.zzz.123)
Host is up (0.20s latency).
Not shown: 998 filtered ports
PORT    STATE  SERVICE
80/tcp  open   http
443/tcp closed https

Nmap done: 1 IP address (1 host up) scanned in 19.87 second

I also ran the following nc command to just make sure port 80 is not responding (but it responded):
{macbookpro}$ nc -zv ln.vpngatway 80
Sample outputs:

found 0 associations
found 1 connections:
     1: flags=82
 outif en6
 src 192.168.2.5 port 51462
 dst xxx.yyy.zzz.123 port 80
 rank info not available
 TCP aux info available

Connection to ln.vpngatway port 80 [tcp/http] succeeded!

The nmap says the port is open while netstat says nothing is running on port 80 on the server itself:
{ln.vpngatway}$ netstat -tulpn | grep :80
I got nothing. So I ran the following:
{ln.vpngatway}$ ps aux | egrep -i 'httpd|nginx|apache|lighttpd'
Sample outputs:

root      4257  0.0  0.0  12784   992 pts/0    S+   19:06   0:00 grep -E -i httpd|nginx|apache|lighttpd

I am baffled by Nmap output. I double checked everything. Same result. Why port 80 (HTTP) reported as open by Nmap? Before I start playing with tcpdump I decided to do old good telnet/nc session:
{macbookpro}$ nc ln.vpngatway 80
I just requested / document:

GET / HTTP/1.1
host: ln.vpngatway

After some time I got this on screen:

HTTP/1.1 503 Service Unavailable Server: squid Mime-Version: 1.0 Date: Sun, 02 Jul 2017 19:16:52 GMT Content-Type: text/html;charset=utf-8 Content-Length: 3406 X-Squid-Error: ERR_CONNECT_FAIL 60 Vary: Accept-Language Content-Language: en X-Cache: MISS from localhost X-Cache-Lookup: MISS from localhost:3128 Connection: keep-alive <meta type="copyright" content="Copyright (C) 1996-2017 The Squid Software Foundation and contributors"> <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> <style type="text/css"><!-- .... ...... .. <script language="javascript"> if ('[unknown method]' != '[unknown method]') document.getElementById('missing-method').style.display = 'none'; if ('error:invalid-request' != '[no URL]') document.getElementById('missing-url').style.display = 'none'; if ('[unknown protocol]' != '[unknown protocol]') document.getElementById('missing-protocol').style.display = 'none'; <div id="footer"> Generated Sun, 02 Jul 2017 19:16:52 GMT by localhost (squid)

HTTP/1.1 503 Service Unavailable
Server: squid
Mime-Version: 1.0
Date: Sun, 02 Jul 2017 19:16:52 GMT
Content-Type: text/html;charset=utf-8
Content-Length: 3406
X-Squid-Error: ERR_CONNECT_FAIL 60
Vary: Accept-Language
Content-Language: en
X-Cache: MISS from localhost
X-Cache-Lookup: MISS from localhost:3128
Connection: keep-alive

<!–
….
……
..
if (‘[unknown method]’ != ‘[unknown method]’) document.getElementById(‘missing-method’).style.display = ‘none’;
if (‘error:invalid-request’ != ‘[no URL]’) document.getElementById(‘missing-url’).style.display = ‘none’;
if (‘[unknown protocol]’ != ‘[unknown protocol]’) document.getElementById(‘missing-protocol’).style.display = ‘none’;

---

Generated Sun, 02 Jul 2017 19:16:52 GMT by localhost (squid)

The mystery is solved. I found Interception Caching/Transparent Proxying. Interception Caching is nothing but the process by which HTTP connections coming from remote clients are redirected to a cache server, without their knowledge or explicit configuration. In this case, all HTTP connections were redirected to a proxy server by default using combination of a firewall and squid server。