test: improve coverage of lib/_http_client.js

PR-URL: https://github.com/nodejs/node/pull/38599
Refs: https://coverage.nodejs.org/coverage-f37c26b8a2e10d0a/lib/_http_client.js.html#L200


Reviewed-By: Rich Trott <rtrott@gmail.com>
Reviewed-By: Antoine du Hamel <duhamelantoine1995@gmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Trivikram Kamat <trivikr.dev@gmail.com>