bconf_io: Close connection if lcb_connection_start fails

Change-Id: Ida9a87d06e6cc58654b8f5acd5e81dcb700f401a
Reviewed-on: http://review.couchbase.org/29010
Reviewed-by: Brett Lawson <brett19@gmail.com>
Tested-by: Mark Nunberg <mnunberg@haskalah.org>