setopt: Fix disabling all protocols

When disabling all protocols without enabling any, the resulting
set of allowed protocols remained the default set. Clearing the
allowed set befo

setopt: Fix disabling all protocols

When disabling all protocols without enabling any, the resulting
set of allowed protocols remained the default set. Clearing the
allowed set before inspecting the passed value from --proto make
the set empty even in the errorpath of no protocols enabled.

Co-authored-by: Dan Fandrich <dan@telarity.com>
Reported-by: Dan Fandrich <dan@telarity.com>
Reviewed-by: Daniel Stenberg <daniel@haxx.se>
Closes: #13004

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