Fix: fd leak in process client msg error path

Fix: fd leak in process client msg error path

The process_client_msg() function could return an error but no
sock_error. In any case, we have to close the socket since a TODO is
still there indicating that we need to reply to the client to inform of
the error.

Issue 1019920 of coverity scan.

Signed-off-by: David Goulet <dgoulet@efficios.com>