Karl M added the CURLOPT_CONNECT_ONLY and CURLINFO_LASTSOCKET options that

an app can use to let libcurl only connect to a remote host and then extract
the socket from libcurl. libcurl will then not attempt to do any transfer at
all after the connect is done.

lib/http.c

@@ -1361,7 +1361,7 @@ CURLcode Curl_http_connect(struct connectdata *conn, bool *done)
    * after the connect has occured, can we start talking SSL
    */
 
-  if(conn->bits.tunnel_proxy) {
+  if(conn->bits.tunnel_proxy && conn->bits.httpproxy) {
 
     /* either SSL over proxy, or explicitly asked for */
     result = Curl_proxyCONNECT(conn, FIRSTSOCKET,