connection: Add missing free from error path

On the error codepath that errors out on ENOMEM we should free the allocated
closure.

Signed-off-by: Rob Bradford <rob@linux.intel.com>

src/connection.c

@@ -611,6 +611,7 @@ err:
 	printf("request too big to marshal, maximum size is %zu\n",
 	       sizeof closure->buffer);
 	errno = ENOMEM;
+	free(closure);
 
 	return NULL;