UnobservedTaskException with sockets

repro.cs

static void Main(string[] args)
{
    TaskScheduler.UnobservedTaskException += (sender, args) =>
    {
        Console.WriteLine("TaskScheduler.UnobservedTaskException event:");
        Console.WriteLine(args.Exception.ToString());
        args.SetObserved();
    };

    DoConnect();

    GC.Collect(2, GCCollectionMode.Forced, true);
    GC.Collect(2, GCCollectionMode.Forced, true);
    GC.WaitForPendingFinalizers();
}

private static void DoConnect()
{
    var address = IPAddress.Parse("127.0.0.1");

    var socket = new Socket(address.AddressFamily, SocketType.Stream, ProtocolType.Tcp);

    var result = socket.BeginConnect(new IPEndPoint(address, 12345), null, null);

    result.AsyncWaitHandle.WaitOne(5_000, true);

    if (!socket.Connected)
    {
        Console.WriteLine("socket.Connected == false");
        socket.Close();
    }
    else
    {
        Console.WriteLine("socket.Connected == true");
    }
}