#### 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 (config.cancelToken) {
        config.cancelToken.unsubscribe(onCanceled);
      }
      if (config.signal) {
        config.signal.removeEventListener('abort', onCanceled);
      }
    }
    if (utils.isFormData(requestData)) {
      delete requestHeaders['Content-Type']; 
    }
    var request = new XMLHttpRequest();
    
    if (config.auth) {
      var username = config.auth.username || '';
      var password = config.auth.password ? unescape(encodeURIComponent(config.auth.password)) : '';
      requestHeaders.Authorization = 'Basic ' + btoa(username + ':' + password);
    }
    var fullPath = buildFullPath(config.baseURL, config.url);
    request.open(config.method.toUpperCase(), buildURL(fullPath, config.params, config.paramsSerializer), true);
    
    request.timeout = config.timeout;
    function onloadend() {