#### 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
request = null;
    }
    if ('onloadend' in request) {
      
      request.onloadend = onloadend;
    } else {
      
      request.onreadystatechange = function handleLoad() {
        if (!request || request.readyState !== 4) {
          return;
        }
        
        
        
        
        if (request.status === 0 && !(request.responseURL && request.responseURL.indexOf('file:') === 0)) {
          return;
        }
        
        
        setTimeout(onloadend);
      };
    }
    
    request.onabort = function handleAbort() {
      if (!request) {
        return;
      }
      reject(createError('Request aborted', config, 'ECONNABORTED', request));