Don't set keylog_filename for empty values

[sethmlarson]

Closes #2015

[codecov]

Codecov Report

Merging #2016 into master will not change coverage.
The diff coverage is 100.00%.

@@            Coverage Diff            @@
##            master     #2016   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           25        25           
  Lines         2290      2292    +2     
=========================================
+ Hits          2290      2292    +2     

Impacted Files	Coverage Δ
src/urllib3/util/ssl_.py	100.00% <100.00%> (ø)

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