Fix the "lingering close" problem when re-using a connection, as test case

160 shows.

We got no data and we attempted to re-use a connection. This might happen if
the connection was left alive when we were done using it before, but that was
closed when we wanted to read from it again. Bad luck. Retry the same request
on a fresh connect!

Deleted the sockerror variable again, it serves no purpose anymore.