Looking at the requests source, it seems you can pass the path to the cacert.pem file as verify=path, instead of verify=True. So you don’t need to modify requests for it to work.
You can pass the path of a file to include in the include-files parameter of the cx_Freeze options (docs). You can find the path from requests, so something like this should work in the setup.py you use to freeze it:
import requests.certs
build_exe_options = {"include_files":[(requests.certs.where(),'cacert.pem')]}
#...