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>