That's documented and probably expected behavior (if it still makes sense is another question). The page says:
The “http://” protocol specification is optional; any other protocol (“https://”, etc.) must be given explicitly.
The documentation of this limitation seems to only exist on :en.
There is nothing on:
The fact that it's not documented on Mediawiki itself seems to mean that it's not the expected behavior, meaning that the documentation on :en was added to avoid unexpected results.
Here's where http:// is used as default instead of both http:// and https://
// Get protocol, default is http:// $protocol = 'http://';