fix(socketio/ns): remove socket in case of ns connect failure

[Totodore]

Motivation

Currently if there is some desync due to tokio being too busy or some other factor, the connect packet may not be sent because the engineio socket is already closed.
The previously inserted socket was not correctly removed in case of error.

Fixes #627

[codspeed-hq]

Merging this PR will not alter performance

✅ 87 untouched benchmarks

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_{Comparing fix-close-socket-ns-fail (e8b61bd) with main (acc5cb0)}