While the default .close() method is called inside .handle_close(), not calling .handle_close() in asyncore prevents any subclassed .handle_close() behavior to be run.

Say, for example, that a user has written a subclass where within .handle_connect() the socket is registered somewhere (perhaps for I/O statistics in an FTP or Bittorrent application).  Where it would make sense to place the unregistration code is within a .handle_close() method, which is bypassed by the standard .handle_error() code.

I suggest switching to the self.handle_close() call at the end of handle_error() .  Doing so preserves the passing of the test suite on release 2.5 on Windows.