client: log last error on subchannel connectivity change #6109
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This PR partially fixes #5831 by logging the last error when a subchannel connectivity changes to TransientFailure.
Right now, if a grpc client uses healthchecks with misconfigured serviceName and
WithBlock()
dial option it simply gets a timeout error. The problem got much worse by the fact that even with the most verbose debug logs we don't get any useful information about why the connection failed.I understand the reasons why we don't want to add the healthcheck error information to the actual error that is returned to the user code, but we can at least log this error.
RELEASE NOTES: none