cmake: Show HTTPS-proxy in the features output

cmake: Show HTTPS-proxy in the features output

- Show HTTPS-proxy in the features output for those backends that
  support it: OpenSSL, GnuTLS and NSS.

Prior to this change HTTPS-proxy was missing from the cmake features
output even if curl was built with it. Only cmake output was affected.
Both the library and tool correctly reported the feature.

Bug: https://curl.haxx.se/mail/lib-2020-03/0008.html
Reported-by: David Lopes
Closes https://github.com/curl/curl/pull/5025