Fix crash if a Mysql2::Client object is allocated but never connected

[sodabrew]

Reproducible with any older version of the mysql2 gem:

    ruby -r mysql2 -I lib -e 'Mysql2::Client.allocate.close'

Before this fix, the line above would crash out with a memory error:

    malloc: *** error for object 0x...: pointer being freed was not allocated
    malloc: *** set a breakpoint in malloc_error_break to debug
    Abort trap: 6

Alternative to #1097

[sodabrew]

@nobu I want to check with you if this resolves the same crash at #1097, or if you saw a different crash (and how to reproduce it?)

[nobu]

Thank you, I confirmed that it worked fine.