Lazily initialise the HTTP client

If the user's network is very slow, it can take a little bit of time (I think half a second after feeling it out for a bit) for the HTTP client to initialise. This is pretty annoying for running tests or similar where the client isn't used.

Start by locating where the HTTP client is initialized and how CLI commands or tests use it. Confirm the current initialization delay, then verify that commands which do not make HTTP requests avoid creating the client while HTTP-using commands still work normally.

Written by the indexing model from the issue text.