BUG/MINOR: checks: Don't forget to release the connection on error case.

When switching the check code to a non-permanent connection, the new code
forgot to free the connection if an error happened and was returned by
connect_conn_chk(), leading to the check never be ran again.
diff --git a/src/checks.c b/src/checks.c
index e6cc42a..880b47b 100644
--- a/src/checks.c
+++ b/src/checks.c
@@ -2118,6 +2118,10 @@
 		}
 
 		/* here, we have seen a synchronous error, no fd was allocated */
+		if (conn) {
+			conn_free(conn);
+			check->conn = conn = NULL;
+		}
 
 		check->state &= ~CHK_ST_INPROGRESS;
 		check_notify_failure(check);