Since 2f652224, we now check if socket_set_nodelay() errored,
but forgot to close the socket before reporting an error.

Fixes: Coverity CID 1391290 (RESOURCE_LEAK)
Signed-off-by: Philippe Mathieu-Daudé <f4bug@amsat.org>
Message-Id: <20180524223458.5651-1-f4bug@amsat.org>
Reviewed-by: Thomas Huth <thuth@redhat.com>
Reviewed-by: Peter Maydell <peter.maydell@linaro.org>
Signed-off-by: Paolo Bonzini <pbonzini@redhat.com>