Confusing OSError on HTTP CONNECT failure

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2021-04-03.19:38:31.416>
labels = ['type-bug', 'library', '3.9']
title = 'Confusing OSError on HTTP CONNECT failure'
updated_at = <Date 2021-04-03.19:38:31.416>
user = 'https://github.com/michael-o'

bugs.python.org fields:

activity = <Date 2021-04-03.19:38:31.416>
actor = 'michael-o'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Library (Lib)']
creation = <Date 2021-04-03.19:38:31.416>
creator = 'michael-o'
dependencies = []
files = []
hgrepos = []
issue_num = 43717
keywords = []
message_count = 1.0
messages = ['390138']
nosy_count = 1.0
nosy_names = ['michael-o']
pr_nums = []
priority = 'normal'
resolution = None
stage = None
status = 'open'
superseder = None
type = 'behavior'
url = 'https://bugs.python.org/issue43717'
versions = ['Python 3.9']