@picnixz found a case that is not covered by the tests: when we specify a cert and a password-protected file, but no password. This behavior can be reproduced in the following way (password is somepass):

>>> import ssl
>>> context = ssl.create_default_context(ssl.Purpose.CLIENT_AUTH)
>>> context.load_cert_chain(certfile="./Lib/test/certdata/keycert.passwd.pem")
Enter PEM pass phrase:

Documentation says that in this case the password should be requested interactively

If the password argument is not specified and a password is required, OpenSSL’s built-in password prompting mechanism will be used to interactively prompt the user for a password.

We have great tests (./Lib/test/test_ssl) for the ssl module but unfortunately this case has no tests, so I suggest to add it