internal/socks: fix socket descriptor leakage in Dialer.Dial

Fixes golang/go#27630.

Change-Id: Id44ade435733ffcd2fc8159ea9ea3287baadf97a
Reviewed-on: https://go-review.googlesource.com/134755
Run-TryBot: Mikio Hara <mikioh.mikioh@gmail.com>
TryBot-Result: Gobot Gobot <gobot@golang.org>
Reviewed-by: Ian Lance Taylor <iant@golang.org>

internal/socks/socks.go

@@ -224,6 +224,7 @@ func (d *Dialer) Dial(network, address string) (net.Conn, error) {
 		return nil, &net.OpError{Op: d.cmd.String(), Net: network, Source: proxy, Addr: dst, Err: err}
 	}
 	if _, err := d.DialWithConn(context.Background(), c, network, address); err != nil {
+		c.Close()
 		return nil, err
 	}
 	return c, nil