easy: make curl_easy_perform() return error if connection still there

easy: make curl_easy_perform() return error if connection still there

This typically happens if CURL_CONNECT_ONLY is used and a second
curl_easy_perform() is attempted.

A connection "taken over" with CURL_CONNECT_ONLY cannot be ended any
other way than a curl_easy_cleanup() on the easy handle that holds it.

Add test 696 to verify.

Closes #16003