Emit connection errors properly

I was writing a concurrency test, and even though I added a handler of the 'error' event to the SockJSClient instance, the errors got thrown:

```
events.js:72
        throw er; // Unhandled 'error' event
              ^
Error: socket hang up
    at createHangUpError (http.js:1472:15)
    at Socket.socketOnEnd [as onend] (http.js:1568:23)
    at Socket.g (events.js:180:16)
    at Socket.EventEmitter.emit (events.js:117:20)
    at _stream_readable.js:920:16
    at process._tickCallback (node.js:415:13)
```

This pull request fixes the issue. The errors are now properly handled.