This is generated when setup of a network connection is cancelled by
deliberate user action, namely, pressing ^C or ^D or the like at a
get_userpass_input prompt presented during proxy setup.
It's handled just like normal socket setup errors, except that it
omits the call to seat_connection_fatal, on the grounds that in this
one case of connection-setup failure, the user doesn't need to be
_informed_ that the connection failed - they already know, because
they failed it themself on purpose.
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