wasm: connection fails with obscure error when using non-TLS

[jgraef]

Output of the tests when I tried using ws://echo.websocket.org/ or http://echo.websocket.org/: wasm-test.txt

echo.websocket.org sends a redirect to https, but we just give the URL to web_sys and it looks like it just fails because the URL is not safe. This is okay, except we need a better error message.