Some HTTPS sites are unaccessible when using Fiddler

The above request was made in Windows 8.1 using Fiddler2. With Fiddler4, the error message is a bit different:

HTTP/1.1 200 Connection Established
FiddlerGateway: Direct
StartTime: 19:03:33.858
Connection: close

fiddler.network.https> HTTPS handshake to [SERVER NAME] failed. System.Security.Authentication.AuthenticationException A call to SSPI failed, see inner exception. < The message received was unexpected or badly formatted