Don't call socket_removal_sanity_check

We get here when a pending connect fails, ie, timesout. In that case it
is prefectly ok when other requests were already added to the pipe of
the connection and to close the socket anyway: it never connected.
Merge branch 'PATCH_7_7_pipelining__Keep_used_sockets_in_pipeline_active' into PATCH_8_curl_multi_perform__Correctly_close_connection