When installing current Pythons for macOS downloaded from python.org, you will need to run the "Install Certificates.command" file installed into the /Applications/Python 3.x" folder for the version installed. This is noted in the initial screen when running the installer:

"At the end of this install, click on Install Certificates to install a set of current SSL root certificates."

It is also described in more detail in the "Read Me" file is also displayed by the installer and a copy of which is also installed in the /Applications/Python 3.x folder.

"Certificate verification and OpenSSL

This package includes its own private copy of OpenSSL 1.1.1.   The trust certificates in system and user keychains managed by the Keychain Access application and the security command line utility are not used as defaults by the Python ssl module.  A sample command script is included in /Applications/Python 3.9 to install a curated bundle of default root certificates from the third-party certifi package (https://pypi.org/project/certifi/).  Double-click on Install Certificates to run it.

The bundled pip has its own default certificate store for verifying download connections."

The installer also opens the /Applications/Python 3.x folder in a Finder window to make all of these files immediately accessible.