Manual:$wgProto

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This value is set automatically when the value is determined for $wgServer if the server where the MediaWiki installation resides is a secure server.

Note that prior to 1.6.0 this setting was only used temporarily to create $wgServer, and was unset afterwards, but from 1.6.0 onwards it remains set throughout, and is used to calculate the default value of $wgCookieSecure.

Value is set by includes/DefaultSettings in a "best guess" pattern. If you want to change it, you need to overwrite other related values as well or modify DefaultSettings.php.