Consider sending 'CannotConnect' message after failing to connect to a peer following a 'ConnectToPeer' request

[jpdillingham]

Something @mathiascode brought up. I think I was doing this at one time, but then stopped for some reason. Step 1 will be reviewing old PRs and issues to see if I left any clues for myself.

I vaguely remember something about sending that potentially causing the peer to give up their direct connection attempt, but that could have been something else.

Related commit: https://github.com/nicotine-plus/nicotine-plus/commit/b7dbdfd63e4a5d3e06edafeed120452e8359636a