#### 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
var result = {};
  function assignValue(val, key) {
    if (isPlainObject(result[key]) && isPlainObject(val)) {
      result[key] = merge(result[key], val);
    } else if (isPlainObject(val)) {
      result[key] = merge({}, val);
    } else if (isArray(val)) {
      result[key] = val.slice();
    } else {
      result[key] = val;
    }
  }
  for (var i = 0, l = arguments.length; i < l; i++) {
    forEach(arguments[i], assignValue);
  }
  return result;
}
/**
 * Extends object a by mutably adding to it the properties of object b.
 *
 * @param {Object} a The object to be extended
 * @param {Object} b The object to copy properties from
 * @param {Object} thisArg The object to bind function to
 * @return {Object} The resulting value of object a
 */
function extend(a, b, thisArg) {