http: fix CONNECT_ONLY with Negotiate authentication #655
Since 79b9d5f, connections were closed immediately before the libcurl user had a chance to extract the socket if Negotiate authentication was used. If CURLOPT_CONNECT_ONLY is set, it is the user's responsibility to decide when to close the connection.
This pull request is the same as #520, but without the HTTP status code check.
CONNECT_ONLY connections were closed immediately before the user had a chance to extract the socket when the proxy required Negotiate authentication.