Prevent suprious log when proxy rejects connection.

Fix #1762.

Author: aaugustin

src/websockets/asyncio/client.py

@@ -734,6 +734,8 @@ def __init__(
         self.response: asyncio.Future[Response] = loop.create_future()
 
     def run_parser(self) -> None:
+        if self.response.done():
+            return
         try:
             next(self.parser)
         except StopIteration as exc: