pingpong: return error when trying to send without connection

When imap_done() got called before a connection is setup, it would try
to "finish up" and dereffed a NULL pointer.

Test case 1553 managed to reproduce. I had to actually use a host name
to try to resolve to slow it down, as using the normal local server IP
will make libcurl get a connection in the first curl_multi_perform()
loop and then the bug doesn't trigger.

Fixes #1953
Assisted-by: Max Dymond