To set https as the default:

cpan> o conf urllist
    urllist           
    0 [https://www.cpan.org]
cpan> o conf urllist pop
cpan> o conf urllist https://www.cpan.org
cpan> o conf commit

[download]

A patch for FirstTime.pm:

--- FirstTime.pm.orig    2019-06-30 07:25:30.000000000 +0100
+++ FirstTime.pm    2019-11-21 12:45:34.742632425 +0000
@@ -1344,7 +1344,7 @@
             );
         }
         else {
-            $CPAN::Config->{urllist} = [ 'http://www.cpan.org/' ];
+            $CPAN::Config->{urllist} = [ 'https://www.cpan.org/' ];
         }
     }
     elsif (!$matcher || "urllist" =~ $matcher) {

[download]

Of course other parts of the module should be altered to reflect any changes to dependencies etc. I don't know what caused this to happen in the last few days for you. Perhaps some Windows update, GPO update or some network shenanigans?

Update: an existing PR to address this in a more complete fashion.

In reply to Re: HSTS policy breaks cpan utility on Windows by marto
in thread HSTS policy breaks cpan utility on Windows by syphilis

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