Let's Encrypt was not listed in the cert. Store for the Add-on.
I updated the list with this command = cat /etc/ssl/certs/ca-bundle.crt >> /opt/splunk/etc/apps/Splunk_TA_nessus/bin/splunktalib/httplib2/cacerts.txt
There may be a solution that is more elegant. For example, to ship updated version of the library, or rely on system libraries. But, that is a much larger discussion.
SSL Certificate is validated by the Add-on and operating as expected. This solved my issue.
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