I tested the following (see https://docs.pycom.io/pycom_esp32/library/ussl.html#module-ussl):

import socket
import ssl
s = socket.socket(socket.AF_INET, socket.SOCK_STREAM, socket.IPPROTO_SEC)

And I got the following error:

Traceback (most recent call last):
File "<stdin>", line 1, in <module>
AttributeError: 'module' object has no attribute 'IPPROTO_SEC'

Firmware is latest.

This is indeed missing and the embedded department is aware of it. I added it to the github issues for tracking.