urequests: If error happens while parsing response headers, close socket.

Because otherwise, user doesn't get any response object, so cannot close
socket, and it leaks.

urequests/urequests.py

@@ -50,7 +50,9 @@ def request(method, url, data=None, json=None, headers={}, stream=None):
 
     ai = usocket.getaddrinfo(host, port)
     addr = ai[0][-1]
+
     s = usocket.socket()
+    try:
         s.connect(addr)
         if proto == "https:":
             s = ussl.wrap_socket(s, server_hostname=host)
@@ -87,6 +89,9 @@ def request(method, url, data=None, json=None, headers={}, stream=None):
                     raise ValueError("Unsupported " + l)
             elif l.startswith(b"Location:") and not 200 <= status <= 299:
                 raise NotImplementedError("Redirects not yet supported")
+    except OSError:
+        s.close()
+        raise
 
     resp = Response(s)
     resp.status_code = status