bpo-30394: Fix a socket leak in smtplib.SMTP.__init__() (#1700) (#1790)

diff --git a/Lib/smtplib.py b/Lib/smtplib.py
index f7c2c77..5e422b7 100755
--- a/Lib/smtplib.py
+++ b/Lib/smtplib.py
@@ -250,6 +250,7 @@
         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