Remove indirect MbedTLS_jll dependency from a few packages

[giordano]

@fxcoudert I'm taking out of #8377 the commits which are only removing the unneeded dependency of MbedTLS from some packages, so that we can keep there only switching to OpenSSL for julia's stdlibs. The two changesets are independent, what we have here doesn't require changing the SSL backend for the other packages.

This also reduces CI time, when I push new commits.