gh-120048: Make `test_imaplib` faster (#120050)

The `test_imaplib` was taking 40+ minutes in the refleak build bots because
the tests waiting on a client `self._setup()` was creating a client that
prevented progress until its connection timed out, which scaled with the
global timeout.

We should set `connect=False` for the tests that don't want `_setup()` to
create a client.

Co-authored-by: Serhiy Storchaka <storchaka@gmail.com>