gh-153133: Fix socket leak in asyncio create_connection

[deadlovelll]

Close the socket in _create_connection_transport() when the transport is never created, not only on await failure

For more details see gh-153133

[kumaraditya303]

I'd like this to be split to 2 try blocks something like:

try:
    sock.setblocking(False)
    ...
    transport = self._make_socket_transport(...)
except:
    sock.close()
    raise
try:
    await waiter
except:
    transport.close()
    raise

[deadlovelll]

changed