Don't use addCleanup() in test_quick_connect() because it keeps the
Thread object alive and so @reap_threads fails on its timeout of 1
second. "./python -m test -v test_asyncore -m test_quick_connect"
now takes 185 ms, instead of 11 seconds.

Other minor changes:

* Use "with sock:" to close the socket instead of
  try/finally: sock.close()
* Use self.skipTest() in test_quick_connect() to remove one
  indentation level and notice user that the test is specific to
  AF_INET and AF_INET6