http: ensure client request emits close

If socket creation failed then an error would be
emitted on the client request object, but not
'close' nor would destroyed be set to true.

PR-URL: https://github.com/nodejs/node/pull/33178


Reviewed-By: Matteo Collina <matteo.collina@gmail.com>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>