If configuring the newly created socket non-blocking fails we
error out and return INVALID_SOCKET, but the socket that had
been created wasn't closed. Fix by issuing closesocket in the
errorpath.
Backpatch to all supported branches.
Author: Ranier Vilela <ranier.vf@gmail.com>
Discussion: https://postgr.es/m/CAEudQApmU5CrKefH85VbNYE2y8H=-qqEJbg6RAPU65+vCe+89A@mail.gmail.com
Backpatch-through: v12
7cfa154d15