SAS ERROR: Cannot load SSL support. on Microsoft Windows

When using SAS with HTTPS or FTPS, which requires SSL/TLS support, you may see this error message in the SAS log.

ERROR: Cannot load SSL support.

Here is an example of code that can trigger the error.

filename myref url "https://www.google.com";
data _null_; 
infile myref; 
run;

The cause was that