Subscriptions no longer initialize after replacing WebSocketLink by GraphQLWsLink

I followed docs and replaced WebSocketLink by GraphQLWsLink

**Intended outcome:**

Using WebSocketLink, the connection is established (101, protocols switched)

Using GraphQLWsLink it fails instantly

**Actual outcome:**

I'm getting such error

What I did was

```diff
- const wsLink = new WebSocketLink({
- options: { reconnect: true },
- uri: graphQLWsUri,
- });
+ const wsLink = new GraphQLWsLink(
+ createClient({ url: graphQLWsUri }),
+ );
```

That's pretty much it. I double checked apollo docs and graphql-ws.

**Versions**

@apollo/client 3.6.2

Start by reproducing the subscription setup shown in the migration diff, comparing WebSocketLink with GraphQLWsLink and createClient at the reported @apollo/client 3.6.2 version. Inspect the GraphQLWsLink and createClient integration paths to identify why the connection fails instantly; done means subscriptions initialize successfully with the documented replacement.

Written by the indexing model from the issue text.