OK. I did some network sniffing; inside the VM, this is what I see:

$ sudo tshark host 82.94.164.164
tshark: Lua: Error during loading:
 [string "/usr/share/wireshark/init.lua"]:45: dofile has been disabled
Running as user "root" and group "root". This could be dangerous.
Capturing on eth0
  0.000000    10.0.2.15 -> 82.94.164.164 TCP 74 52719 > snpp [SYN] Seq=0 Win=14600 Len=0 MSS=1460 SACK_PERM=1 TSval=10175140 TSecr=0 WS=16

while on the host, this is what I see:
1	0.000000000	192.168.1.122	82.94.164.164	TCP	66	49909 > snpp [SYN] Seq=0 Win=8192 Len=0 MSS=1460 WS=4 SACK_PERM=1
2	0.029908000	82.94.164.164	192.168.1.122	TCP	54	snpp > 49909 [RST, ACK] Seq=1 Ack=1 Win=0 Len=0


Basically, the RST sent by the server never reaches the VM. This might actually happen in other NAT-ed situations, too, I guess.

But even if this is a VM issue, it *does* make the tests misbehave. Maybe receiving EAGAIN should result in a test skip instead of an error?