A particular status code does not imply that a connection has not been
established. However, `Dial()` requires user to call `Close()` only if
the error was nil. Thus, it is `Dial()` responsibility to close
everything if it returns an error.
Introduced after the gRPC update in #270 (6009d089fc).
Signed-off-by: Evgenii Stratonikov <e.stratonikov@yadro.com>