Code review tweaks for InsecureSkipVerify support

@myleshorton Some suggested changes to your changes
Makes sense on not modifying what users pass in. I think in practice people rarely reuse that config, but I guess you never know.

> Also, your original change made a copy, but modified and passed the original, so the only effect of the copy was to remember the original InsecureSkipVerify setting.

Sure, it could just as easily have pulled out that boolean.