proxy: make it the caller's reponsibility to close the socket

This makes the code shorter as there is now a single place where the
socket should be closed.

smack-tcp/src/main/java/org/jivesoftware/smack/tcp/XMPPTCPConnection.java

@@ -606,6 +606,7 @@ public class XMPPTCPConnection extends AbstractXMPPConnection {
                 try {
                     proxyInfo.getProxySocketConnection().connect(socket, host, port, timeout);
                 } catch (IOException e) {
+                    CloseableUtil.maybeClose(socket, LOGGER);
                     hostAddress.setException(e);
                     failedAddresses.add(hostAddress);
                     continue;