When does NSURLConnection's initWithRequest return nil

Does anyone know in which situations initializing a NSURLConnection returns nil instead of the created connection. The documentation says it's possible but fails to specify when this happens.

The method/message in question:

[[NSURLConnection alloc] initWithRequest:request delegate:self];

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According to the NSURLConnection Class Reference:

Return Value: The URL connection for the URL request. Returns nil if a connection can't be initialized.

The URL Loading System Programming Guide says the following:

If NSURLConnection can’t create a connection for the request, initWithRequest:delegate: returns nil.

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While it's possible that this method returns nil, I'm unable to come up with a scenario which triggers this. I've tried the following scenarios:

• URLRequest with an empty url: connection:didFailWithError: delegate method is called with "unsupported URL" as error.
• URLRequest with invalid url: connection:didFailWithError: delegate method is called with "bad URL" as error.
• URLRequest with nonexistent url: connection:didFailWithError: delegate method is called with "A server with the specified hostname could not be found." as error.
• Valid request but no internet: connection:didFailWithError: delegate method is called with "The Internet connection appears to be offline." as error.
• nil request: causes a crash.

The initWithRequest method returned a valid NSURLConnection in each scenario (besides the last one) and called the connection:didFailWithError: with an appropriate error.

Has anybody been able to figure out which scenario does cause nil to be returned?