Fix Invalid Argument return code from IP_Factory in connect_to_server().

Fixes #7732

Reviewed-by: Matt Caswell <matt@openssl.org>
Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/8158)

(cherry picked from commit 66a60003719240399f6596e58c239df0465a4f70)