The reqwest backend (which uses native-tls and thus schannel and thus the Windows cert store) is the default on Windows, so it shouldn't be using curl. https://github.com/rust-lang/rustup.rs/commit/6389676b6bf211...
If you must use an older rustup, set `$env:RUSTUP_USE_REQWEST` (or `$env:RUSTUP_USE_HYPER` for an even older rustup) to `1`