Disconnect if socket cannot be put into non-blocking mode

Commit 387da18874 moved the code to put socket into non-blocking mode
from socket_set_nonblocking() into the one-time initialization
function, pq_init(). In socket_set_nonblocking(), there indeed was a
risk of recursion on failure like the comment said, but in pq_init(),
ERROR or FATAL is fine. There's even another elog(FATAL) just after
this, if setting FD_CLOEXEC fails.

Note that COMMERROR merely logged the error, it did not close the
connection, so if putting the socket to non-blocking mode failed we
would use the connection anyway. You might not immediately notice,
because most socket operations in a regular backend wait for the
socket to become readable/writable anyway. But e.g. replication will
be quite broken.

Backpatch to all supported versions.

Discussion: https://www.postgresql.org/message-id/d40a5cd0-2722-40c5-8755-12e9e811fa3c@iki.fi

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