Fix apps/s_client.c's XMPP client

When an error occurs during the starttls handskake, s_client gets stuck
looping around zero bytes reads, because the server won't sent anything more
after its error tag.  Shutting down on the first zero byte read fixes this.

Fixes #3980

Reviewed-by: Rich Salz <rsalz@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/3981)