Return a meaningful message on async connection error

[dvarrazzo]

See http://www.postgresql.org/message-id/CAKwjivd9xb=oYc6zAk1HtHA0UguEjyHYnjq7TrZ9HSdhCwGeQg@mail.gmail.com

[dvarrazzo]

Fixed in my 2.5 branch, to be released in 2.5.2