[1.25.x] Don't set keylog_filename for empty values

[sethmlarson]

Backport of #2016

[codecov]

Codecov Report

Merging #2023 into 1.25-series will not change coverage.
The diff coverage is 100.00%.

@@              Coverage Diff              @@
##           1.25-series     #2023   +/-   ##
=============================================
  Coverage       100.00%   100.00%           
=============================================
  Files               23        23           
  Lines             2009      2011    +2     
=============================================
+ Hits              2009      2011    +2     

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

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