KNOWN_BUGS: remove five FTP related issues

- "FTP with CONNECT and slow server"

I believe this is not a problem these days.

- "FTP with NULs in URL parts"

The FTP protocol does not support them properly anyway.

- remove "FTP and empty path parts in the URL"

I don't think this has ever been reported as a real problem but was only
a hypothetical one.

- "Premature transfer end but healthy control channel"

This is not a bug, this is an optimization that *could* be performed but is
not an actual problem.

- "FTP without or slow 220 response"

Instead add to the documentation of the connect timeout that the
connection is considered complete at TCP/TLS/QUIC layer.

Closes #9979

docs/cmdline-opts/connect-timeout.d

@@ -15,5 +15,8 @@ limits the connection phase, so if curl connects within the given period it
 will continue - if not it will exit.  Since version 7.32.0, this option
 accepts decimal values.
 
+The "connection phase" is considered complete when the requested TCP, TLS or
+QUIC handshakes are done.
+
 The decimal value needs to provided using a dot (.) as decimal separator - not
 the local version even if it might be using another separator.