LWP probes for https support avialability by loading module LWP::Parallel::Protocol::https. If it fails LWP says that scheme 'https' is not supported (and normally it fails if you don't have SSL support modules installed). So try to load it manually and find from error message what exactly is missing:
in reply to Protocol scheme 'https' is not supported???
perl -MLWP::Parallel::Protocol::https -e1
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