Avoid leaking an open socket

[aaugustin]

When connecting through a socks proxy to a non-existing or non-functional server such as example.com with the trio implementation, a warning is raised:

ResourceWarning: unclosed <socket.socket fd=15, family=2, type=1, proto=0, laddr=('127.0.0.1', 63402)>
  import gc; gc.collect()
Object allocated at (most recent call last):
  File "python-3.13/lib/python3.13/site-packages/trio/_socket.py", lineno 381
    stdlib_socket = _stdlib_socket.socket(family, type, proto, fileno)

This is the same issue with trio as 2e4f5ca was with asyncio.

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[aaugustin]

This time I checked if the other implementations are vulnerable to the same issue.

It looks like they aren't — or at least it's their responsibility not ours ;-) Other than in asyncio and trio, we create the socket directly with a high-level API; we don't do the create/bind/connect sequence.

[aaugustin]

I double-checked and tested that sock.close() is correct here — no await, no aclose.