This error looks like this is not static build - and OpenSSL not inside of curl, but after configure among others I see:
...
SSL support: enabled (OpenSSL)
...
Build libcurl: Shared=no, Static=yes
Git master, my commands:
DFLAGS="-static" PKG_CONFIG="pkg-config --static" ./configure --disable-shared --enable-static --with-ssl
make curl_LDFLAGS=-all-static
sudo make install