BuildSystem: When no download utility is available, display the explanation.

./configure --with-pjproject-bundled
did not display an explanation, when no download utility like wget, curl, or
fetch was installed beforehand, although an explanation existed in code. This
happened because the code expected the variable DOWNLOAD_TO_STDOUT to be empty.
However, the script ./configure set that variable always.

Change-Id: I64c99b76a03525c69471e5055bf124b36a51bbd4