Move CloseSocket out of SetSocketNonBlocking and pass SOCKET by const reference in SetSocket* functions

Summary: This is a backport of core PR10865

Test Plan:

make check

Reviewers: #bitcoin_abc, jasonbcox

Reviewed By: #bitcoin_abc, jasonbcox

Subscribers: teamcity

Differential Revision: https://reviews.bitcoinabc.org/D1876