OpenSSL: Issue an error if OpenSSL is not found

When building with the built-in Curl, CMAKE_USE_OPENSSL is only set to ON by default if an OpenSSL installation is detected. However, this can cause the user to mistakenly build without OpenSSL support if OpenSSL is not installed, because CMAKE_USE_OPENSSL is set to OFF in that case. Always set CMAKE_USE_OPENSSL to ON by default on systems where it could be available, skipping the initial detection, resulting in an error when we try to use OpenSSL later on. Detect this error and advise the user to either install OpenSSL or set CMAKE_USE_OPENSSL to OFF.