#### Describe the bug
The irrelevant error returned when requesting illegal URL, like: "tel:484-695-3408"
```
TypeError: Cannot read property 'replace' of null
    at dispatchHttpRequest (node_modules/axios/lib/adapters/http.js:109:74)
    at new Promise (<anonymous>)
    at httpAdapter (node_modules/axios/lib/adapters/http.js:46:10)
    at dispatchRequest (node_modules/axios/lib/core/dispatchRequest.js:52:10)
```

#### To Reproduce
```js
axios.get('tel:484-695-3408').catch(err => console.error(err));
```

#### Expected behavior
Return descriptive error, like "Unsupported protocol tel:"

#### Environment
 - Axios Version: 0.21.1
 - Adapter: HTTP
 - Browser: none
 - Browser Version: none
 - Node.js Version: 12.19.0
 - OS: MacOS 10.14
 - Additional Library Versions: none

#### Additional context/Screenshots
none
lib/utils.js
for (var i = 0, l = obj.length; i < l; i++) {
      fn.call(null, obj[i], i, obj);
    }
  } else {
    
    for (var key in obj) {
      if (Object.prototype.hasOwnProperty.call(obj, key)) {
        fn.call(null, obj[key], key, obj);
      }
    }
  }
}
/**
 * Accepts varargs expecting each argument to be an object, then
 * immutably merges the properties of each object and returns result.
 *
 * When multiple objects contain the same key the later object in
 * the arguments list will take precedence.
 *
 * Example:
 *
 * ```js
 * var result = merge({foo: 123}, {foo: 456});
 * console.log(result.foo); // outputs 456
 * ```
 *
 * @param {Object} obj1 Object to merge
 * @returns {Object} Result of all merge properties
 */
function merge() {