Clarify when “hub.protocol” is applied

From https://github.com/github/hub/issues/665, there might be some confusion on when "hub.protocol" is applied.
Trying to clarify a bit more here. This PR depends on https://github.com/github/hub/pull/666.

/cc @mislav
Any reason why we duplicate this information between man page and README? We embed part of the README in the man page, so we could maybe take advantage of that.