prevent segfault for unknown protocol in test app

This patch updates the source code to not seg fault when an unknown
protocol is specified on the command line in the test app: paho_cs_sub

Previously the output would be:
```
./paho_cs_pub my/topic --host bad://test.mosquitto.org --port 8081
Using topic my/topic
Connecting
Segmentation fault (core dumped)
```

After this patch the output is:
```
./paho_cs_pub my/topic --host bad://test.mosquitto.org

 --port 8081
Using topic my/topic
Connecting
Failed to connect
```

Signed-off-by: Keith Holman <keith.holman@windriver.com>