#### 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/adapters/xhr.js
if (!request) {
        return;
      }
      
      var responseHeaders = 'getAllResponseHeaders' in request ? parseHeaders(request.getAllResponseHeaders()) : null;
      var responseData = !responseType || responseType === 'text' ||  responseType === 'json' ?
        request.responseText : request.response;
      var response = {
        data: responseData,
        status: request.status,
        statusText: request.statusText,
        headers: responseHeaders,
        config: config,
        request: request
      };
      settle(function _resolve(value) {
        resolve(value);
        done();
      }, function _reject(err) {
        reject(err);
        done();
      }, response);