It is wasteful and can trip up crypto at the other end. See comment
for why.
To accomplish this we move the responsibility for shutting down the
new, invalid connection from LocalPeer.AddConnection to its caller,
i.e. LocalConnection.run. So rather than always firing up all the
connection machinery and getting told asynchronously by AddConnection
to shut it all down again, we now only fire it up if AddConnection
succeeded.