#### 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
var xsrfValue = (config.withCredentials || isURLSameOrigin(fullPath)) && config.xsrfCookieName ?
        cookies.read(config.xsrfCookieName) :
        undefined;
      if (xsrfValue) {
        requestHeaders[config.xsrfHeaderName] = xsrfValue;
      }
    }
    
    if ('setRequestHeader' in request) {
      utils.forEach(requestHeaders, function setRequestHeader(val, key) {
        if (typeof requestData === 'undefined' && key.toLowerCase() === 'content-type') {
          
          delete requestHeaders[key];
        } else {
          
          request.setRequestHeader(key, val);
        }
      });
    }
    
    if (!utils.isUndefined(config.withCredentials)) {
      request.withCredentials = !!config.withCredentials;
    }
    
    if (responseType && responseType !== 'json') {
      request.responseType = config.responseType;
    }
    
    if (typeof config.onDownloadProgress === 'function') {