[PR #10656/06db052e backport][3.12] Revert: Close the socket if there's a failure in start_connection() #10464

[patchback]

This is a backport of PR #10656 as merged into master (06db052).

Reverts #10464

While this change improved the situation for uvloop users, it caused a regression with SelectorEventLoop (issue #10617)

The alternative fix is MagicStack/uvloop#646 (not merged at the time of this PR)

issue #10617 appears to be very similar to python/cpython@d5aeccf

If someone can come up with a working reproducer for #10617 we can revisit this.
cc @top-oai

Minimal implementation that shows on cancellation the socket is cleaned up without the explicit close #10617 (comment) so this should be unneeded unless I've missed something (very possible with all the moving parts here)

Related issue number

fixes #10617

[codspeed-hq]

CodSpeed Performance Report

Merging #10658 will not alter performance

_{Comparing patchback/backports/3.12/06db052eae399de1c7c34c0122d736e06c045ec7/pr-10656 (779f021) with 3.12 (91d3d76)}

Summary

✅ 51 untouched benchmarks

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

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✅ All tests successful. No failed tests found.

Additional details and impacted files

@@           Coverage Diff           @@
##             3.12   #10658   +/-   ##
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  Coverage        ?   98.10%           
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  Files           ?      126           
  Lines           ?    37600           
  Branches        ?     2132           
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  Hits            ?    36886           
  Misses          ?      545           
  Partials        ?      169           

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OS-Linux	97.68% <100.00%> (?)
OS-Windows	94.75% <100.00%> (?)
OS-macOS	96.81% <100.00%> (?)
Py-3.10.11	96.70% <100.00%> (?)
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Py-3.12.9	97.77% <100.00%> (?)
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Py-3.9.13	96.59% <100.00%> (?)
Py-3.9.21	97.15% <100.00%> (?)
Py-pypy7.3.16	84.20% <100.00%> (?)
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VM-ubuntu	97.68% <100.00%> (?)
VM-windows	94.75% <100.00%> (?)

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