Set and use more necessary options when some protocols are disabled

When curl and libcurl are built with some protocols disabled, they stop
setting and receiving some options that don't make sense with those
protocols.  In particular, when HTTP is disabled many options aren't set
that are used only by HTTP.  However, some options that appear to be
HTTP-only are actually used by other protocols as well (some despite
having HTTP in the name) and should be set, but weren't. This change now
causes some of these options to be set and used for more (or for all)
protocols. In particular, this fixes tests 646 through 649 in an
HTTP-disabled build, which use the MIME API in the mail protocols.