Can not connect to SSL
Since https://bugs.python.org/#17128, Python does not use anymore openssl from the OS but its own. So it expect to find the cafile in the path '/usr/local/etc/openssl/cert.pem' (as we use Homebrew) which probably does not exist on vanilla setup.
So I propose to bundle a copy of the cert.pem like we do for Windows build in #6771 (closed).