[BUG] session: conn_retries was not always initialized

[BUG] session: conn_retries was not always initialized

Johannes Smith reported some wrong retries count in logs associated with bad
requests. The cause was that the conn_retries field in the stream interface
was only initialized when attempting to connect, but is used when logging,
possibly with an uninitialized value holding last connection's conn_retries.
This could have been avoided by making use of a stream interface initializer.

This bug is 1.5-specific.