Revert: Close the socket if there's a failure in start_connection() #10464 (#10656)
Reverts #10464
While this change improved the situation for uvloop users, it caused a
regression with `SelectorEventLoop` (issue #10617)
The alternative fix is https://github.com/MagicStack/uvloop/pull/646
(not merged at the time of this PR)
issue #10617 appears to be very similar to
https://github.com/python/cpython/commit/d5aeccf9767c1619faa29e8ed61c93bde7bc5e3f
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`
https://github.com/aio-libs/aiohttp/issues/10617#issuecomment-2767890703
so this should be unneeded unless I've missed something (very possible
with all the moving parts here)
## Related issue number
fixes #10617
(cherry picked from commit 06db052eae399de1c7c34c0122d736e06c045ec7)