Add changelog entry for pyOpenSSL change

Author: sethmlarson

HISTORY.md

@@ -4,9 +4,14 @@ Release History
 dev
 ---
 
-**Bugfixes**
+**Improvements**
+
+- pyOpenSSL TLS implementation is now only used if Python
+  either doesn't have an `ssl` module or doesn't support
+  SNI. Previously pyOpenSSL was unconditionally used if available.
+  This applies even if pyOpenSSL is installed via the
+  `requests[security]` extra (#5443)
 
--   \[Short description of non-trivial change.\]
 
 2.23.0 (2020-02-19)
 -------------------