Good call, kwolf. and for Windows users, I found a way to do this as well...
So for Windows, the default config file is named:
_curlrc
and it can be in a number of places (see https://ec.haxx.se/cmdline-configfile.html)
But a quick and easy way to correct this without needing to do anything with admin rights is to open a command prompt and execute this command:
echo --insecure> %APPDATA%\_curlrc
Please note that you cannot have (based on my testing) a space before the '>' symbol. just copy and paste that into a command prompt (windows key, release windows key, type 'cmd', hit enter) and it will create a default config file for curl. If you want to see exactly where it created the file, you can use this command:
dir %APPDATA%\_curlrc
If/When someone tries this, please let me know how it works.
-p
ps - And if/when you want to delete the file (as kwolf points out, it might not be the best idea to leave it there) you can open a command prompt and type:
del %APPDATA%\_curlrc