QSocketNotifier: no notification on connection error

I'm not getting any socket notification from QSocketNotifier on Windows if the socket connection fails.

I have only the attached Python example. I would expect that the write or error event fires. As this fails with PyQt5 and Pyside2 I'm pretty sure that this is a Qt bug. I'm not able to install a Qt development environment on my machine so I'm not able to provide a better example. But it shouldn't be too hard to port this example to plain C++/Qt.