Failing tests in errors testset with libcurl 8.10

[giordano]

Besides the issue described in #260, with a local build of libcurl 8.10 I have a failing test in Downloads.jl:

errors: Test Failed at /Users/mose/repo/Downloads.jl/test/runtests.jl:355
  Expression: err.response.proto === nothing
   Evaluated: "https" === nothing

Stacktrace:
 [1] macro expansion
   @ ~/repo/julia/usr/share/julia/stdlib/v1.12/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/repo/Downloads.jl/test/runtests.jl:355 [inlined]
 [3] macro expansion
   @ ~/repo/julia/usr/share/julia/stdlib/v1.12/Test/src/Test.jl:1703 [inlined]
 [4] macro expansion
   @ ~/repo/Downloads.jl/test/runtests.jl:336 [inlined]
 [5] macro expansion
   @ ~/repo/julia/usr/share/julia/stdlib/v1.12/Test/src/Test.jl:1703 [inlined]
 [6] top-level scope
   @ ~/repo/Downloads.jl/test/runtests.jl:4
errors: Test Failed at /Users/mose/repo/Downloads.jl/test/runtests.jl:361
  Expression: err.response.proto === nothing
   Evaluated: "https" === nothing

Stacktrace:
 [1] macro expansion
   @ ~/repo/julia/usr/share/julia/stdlib/v1.12/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/repo/Downloads.jl/test/runtests.jl:361 [inlined]
 [3] macro expansion
   @ ~/repo/julia/usr/share/julia/stdlib/v1.12/Test/src/Test.jl:1703 [inlined]
 [4] macro expansion
   @ ~/repo/Downloads.jl/test/runtests.jl:336 [inlined]
 [5] macro expansion
   @ ~/repo/julia/usr/share/julia/stdlib/v1.12/Test/src/Test.jl:1703 [inlined]
 [6] top-level scope
   @ ~/repo/Downloads.jl/test/runtests.jl:4

I don't know if we need to do something to adapt to libcurl 8.10 (which would suggest that was a breaking version, together with the trouble in #260), or we were doing something wrong already.