OTA: Close and clean up client when setsockopt fails (#8865)

Co-authored-by: Clyde Stubbs <2366188+clydebarrow@users.noreply.github.com>

esphome/components/esphome/ota/ota_esphome.cpp

@@ -111,6 +111,8 @@ void ESPHomeOTAComponent::handle_() {
   int err = client_->setsockopt(IPPROTO_TCP, TCP_NODELAY, &enable, sizeof(int));
   if (err != 0) {
     ESP_LOGW(TAG, "Socket could not enable TCP nodelay, errno %d", errno);
+    client_->close();
+    client_ = nullptr;
     return;
   }