In particular, non-support of EDNS is implied iff FORMERR without OPT
comes. If OPT is there, one possibility is that there was something
wrong in the OPT that *we* sent, but it seems much more likely that
this particular server is just bad and we want to try another one.
https://tools.ietf.org/html/rfc6891#section-7
In particular, we would be in trouble if we dropped OPT in a zone
that is covered by DNSSEC.