Set reasons when connect() comes back immediately

In sendConnectScanProbe, the usual method is to start a non-blocking
connect() and then do select() on the sockets until we get a result. On
some platforms and in some circumstances, connect() either blocks or
comes back immediately. We handled this by setting the port state
appropriately, but we didn't set the reason, yielding results like "Host
is up, received no-response" and "80/tcp  open  http  no-response"