Connection validation getting skipped when we click on cancel

### Topic

Skip Validation

### Relevant information

### **Steps to reproduce**
1. Open airbyte web https://cloud.airbyte.com/, or airbyte running in local
2. Go to Connections
3. Select a connector, ex: postgres
4. Fill all details, give wrong details

5. I selected scan changes with cusror so that no need to give the replication slot/publication
6. Click on setup source
7. It will start loading, and there's a cancel button. Click on the Cancel button

8. Page has been moved to Destination Connector
9. If we try to make a new connection and open source, we can see this above source connection

### **Expected Result**
1. If validation is cancelled, Connection shouldn't be created and user should not eb able to move to destination without a valid source connector

### **Note:**
- Have tested only with Postgres connector

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**Internal Tracking:** https://github.com/airbytehq/oncall/issues/12729