bpo-42144: Add a missing "goto error;" in the _ssl module (GH-22959)

(cherry picked from commit c32f2976b8f4034724c3270397aa16f38daf470f)

Co-authored-by: Zackery Spytz <zspytz@gmail.com>
diff --git a/Modules/_ssl.c b/Modules/_ssl.c
index 28796b3..7bdde45 100644
--- a/Modules/_ssl.c
+++ b/Modules/_ssl.c
@@ -899,6 +899,7 @@
     if (ip == NULL) {
         if (!SSL_set_tlsext_host_name(self->ssl, server_hostname)) {
             _setSSLError(NULL, 0, __FILE__, __LINE__);
+            goto error;
         }
     }
     if (self->ctx->check_hostname) {