close the connecting socket when request errored

[Kluezesh]

I find a bug : Before the socket callback to agent-base and request emit an error(such as timeout, abort, ...), the socket isn't handled of stopping the connection.

[TooTallNate]

This module has gone through a large refactor and modernization. I am closing this pull request as a bit of house cleaning. If you feel that this change is still necessary as of the latest release, feel free to open a new pull request.