Fix concurrent_connectivity_test
diff --git a/src/core/ext/lb_policy/pick_first/pick_first.c b/src/core/ext/lb_policy/pick_first/pick_first.c
index 6aa8688..b5c2c42 100644
--- a/src/core/ext/lb_policy/pick_first/pick_first.c
+++ b/src/core/ext/lb_policy/pick_first/pick_first.c
@@ -274,6 +274,7 @@
   if (p->shutdown) {
     gpr_mu_unlock(&p->mu);
     GRPC_LB_POLICY_WEAK_UNREF(exec_ctx, &p->base, "pick_first_connectivity");
+    GRPC_ERROR_UNREF(error);
     return;
   } else if (selected != NULL) {
     if (p->checking_connectivity == GRPC_CHANNEL_TRANSIENT_FAILURE) {