http: fix ClientRequest unhandled errors

ClientRequest could someone cause an unhandled error
from socket.

Fixes: https://github.com/nodejs/node/issues/36931

PR-URL: https://github.com/nodejs/node/pull/36970


Reviewed-By: Luigi Pinca <luigipinca@gmail.com>
Reviewed-By: Matteo Collina <matteo.collina@gmail.com>
Reviewed-By: Benjamin Gruenbaum <benjamingr@gmail.com>