cli: unclear error message when logging into cli with bad formatted url

ovirt-shell -c -d -l localhost -u admin@internal -I

throws an unclear error message.

Error happens only when connecting to engine with out
specifying the http protocol

Change-Id: Ib3665d8714258ad8e449638fbf0b86105f813e3e
Bug-Url: https://bugzilla.redhat.com/960876
Signed-off-by: Ravi Nori <rnori@redhat.com>