Fix potential memory leak

Delete the socket if the initialization part of the socket creation
fails.

src/socket_base.cpp

@@ -123,8 +123,10 @@ zmq::socket_base_t *zmq::socket_base_t::create (int type_, class ctx_t *parent_,
     }
 
     alloc_assert (s);
-    if (s->mailbox.get_fd () == retired_fd)
+    if (s->mailbox.get_fd () == retired_fd) {
+        delete s;
         return NULL;
+    }
 
     return s;
 }