bpo-30394: Fix a socket leak in smtplib.SMTP.__init__() (#1700) (#1788)

diff --git a/Lib/smtplib.py b/Lib/smtplib.py
index e1651c0..0c61065 100755
--- a/Lib/smtplib.py
+++ b/Lib/smtplib.py
@@ -255,6 +255,7 @@
         if host:
             (code, msg) = self.connect(host, port)
             if code != 220:
+                self.close()
                 raise SMTPConnectError(code, msg)
         if local_hostname is not None:
             self.local_hostname = local_hostname