When using mbedTLS as backend, then the user may specify the location of
where system certificates are installed. If no such location is provided
by the user, CMake will try to autodetect the location by using the
openssl executable, if installed. If no location could be detected, then
the mbedTLS is essentially worthless as it is completely unable to
verify any certificates.

To avoid use of such misconfigured mbedTLS configurations, let's error
out if we were unable to find out the location.