multi: conn goes bad when data change

Within multi_socket when conn is used as a shorthand, data could be
changed and multi_runsingle could modify the connectdata struct to deal
with. This bug has not been included in a public release.

Using 'conn' like that turned out to be ugly. This change is a partial
revert of commit f1c6cd42.

Reported by: Miroslav Spousta
Bug: http://curl.haxx.se/bug/view.cgi?id=3265485