If we never succeeded our connection+auth process, means we should probably
not attempt any-more, and just give up.  If we ever did, this means a
reconnect is a good idea

Apparently on some systems, subsquent connect() calls may fail with EISCONN
error, to indicate that the connection succeded in the background, instead
of returning 0.

The error is handled using the return value

This reverts commit e3b91475.