Do not try to do SSL handshake if the connect() fails

Do not try to do SSL handshake if the connect() fails

This will avoid this icky error:

    $ https-client -4 -url https://127.1
    some request failed - no idea which one though!
    error:00000005:lib(0):func(0):DH lib

And instead will report only:

    $ https-client -4 -url https://127.1
    some request failed - no idea which one though!
    socket error = Connection refused (111)

Refs: #1115