Log connection error details per-host

Otherwise, you don't get much insight into why you had to settle for
your third configured host. Now, you can get information like

   An error occurred while connecting to appliance foo.bar:
      [Errno -5] No address associated with hostname
   An error occurred while connecting to appliance localhost:
      [Errno 111] Connection refused

even when we ultimately succeed in creating a client.

kmip/services/kmip_client.py

@@ -224,7 +224,7 @@ class KMIPProxy:
                 self.socket.connect((self.host, self.port))
             except Exception as e:
                 self.logger.error("An error occurred while connecting to "
-                                  "appliance " + self.host)
+                                  "appliance %s: %s", self.host, e)
                 self.socket.close()
                 last_error = e
             else: