[PR #10464/182198fc backport][3.11] Explicitly close the socket if there is a failure in start_connection() #9905

Job	Run time
Generate llhttp sources	15s
Linter	1m 3s
Benchmark	4m 52s
Test (3.9, ubuntu, false)	3m 23s
Test (3.9, macos, false)	3m 19s
Test (3.9, windows, false)	4m 44s
Test (3.9, Y, ubuntu, false)	3m 19s
Test (3.10, ubuntu, false)	3m 31s
Test (3.10, macos, false)	2m 58s
Test (3.10, windows, false)	5m 16s
Test (3.10, Y, ubuntu, false)	3m 14s
Test (3.11, ubuntu, false)	3m 38s
Test (3.11, macos, false)	3m 32s
Test (3.11, windows, false)	4m 5s
Test (3.11, Y, ubuntu, false)	3m 25s
Test (3.12, ubuntu, false)	4m 1s
Test (3.12, macos, false)	3m 33s
Test (3.12, windows, false)	4m 27s
Test (3.12, Y, ubuntu, false)	3m 33s
Test (3.13, ubuntu, false)	3m 48s
Test (3.13, macos, false)	3m 51s
Test (3.13, windows, false)	4m 37s
Test (3.13, Y, ubuntu, false)	3m 26s
Test (pypy-3.9, Y, ubuntu, false)	7m 42s
check	3s
Pre-Deploy	0s
Build wheels on ${{ matrix.os }} ${{ matrix.qemu }} ${{ matrix.musl }}	0s
Tarball	0s
Deploy	0s
	1h 29m 35s

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