Any option I try in stunnel 5.55 results the same. Say:
PS C:\Program Files (x86)\stunnel\bin> .\stunnel \path\to\config\file
[ ] Running on Windows 6.2
[ ] No limit detected for the number of clients
[.] stunnel 5.55 on x64-pc-mingw32-gnu platform
[.] Compiled/running with OpenSSL 1.1.1c 28 May 2019
[.] Threading:WIN32 Sockets:SELECT,IPv6 TLS:ENGINE,OCSP,PSK,SNI
[ ] errno: (*_errno())
[ ] GUI message loop initialized
[ ] Running on Windows 6.2
[.] Reading configuration from file stunnel.conf
[.] UTF-8 byte order mark detected
[ ] Compression disabled
[ ] No PRNG seeding was required
[ ] Initializing service [ssh]
[ ] Ciphers: HIGH:!aNULL:!SSLv2:!DH:!kDHEPSK
[ ] TLSv1.3 ciphersuites: TLS_CHACHA20_POLY1305_SHA256:TLS_AES_256_GCM_SHA384:TLS_AES_128_GCM_SHA256
[ ] TLS options: 0x02100004 (+0x00000000, -0x00000000)
[ ] No certificate or private key specified
[:] Service [ssh] needs authentication to prevent MITM attacks
[ ] Initializing service [gmail-imap]
[!] Service [gmail-imap]: TLS server needs a certificate
[ ] Deallocating section defaults
[!] Server is down
Same with
PS C:\Program Files (x86)\stunnel\bin> .\stunnel nonexistent
or
PS C:\Program Files (x86)\stunnel\bin> .\stunnel -help
Regards, Clodoaldo