curl -J: make it work even without http:// scheme on URL

It does open up a miniscule risk that one of the other protocols that
libcurl could use would send back a Content-Disposition header and then
curl would act on it even if not HTTP.

A future mitigation for this risk would be to allow the callback to ask
libcurl which protocol is being used.

Verified with test 1312

Closes #760