bus_connections_setup_connection: If we can't set it up, log why

bus_connections_setup_connection: If we can't set it up, log why

While reviewing fd.o#101354, Philip Withnall pointed out that if we
rejected a connection in the new code there, we didn't log why. It
turns out we didn't log that in the more normal code path either.
Redo the error handling so that failure to set up a connection
is logged.

Signed-off-by: Simon McVittie <smcv@collabora.com>
Reviewed-by: Philip Withnall <withnall@endlessm.com>
Bug: https://bugs.freedesktop.org/show_bug.cgi?id=103592
(cherry picked from commit 56847ae818e8c144b9c7a8102efd1c926ead2f62)