Fix BIO_new_ssl_connect() to not leak memory

CLA: trivial

Reviewed-by: Paul Dale <pauli@openssl.org>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from openssl#14719)

ssl/bio_ssl.c

@@ -451,6 +451,7 @@ BIO *BIO_new_ssl_connect(SSL_CTX *ctx)
         goto err;
     return ret;
  err:
+    BIO_free(ssl);
     BIO_free(con);
 #endif
     return NULL;