Close hue api if setup fails (#112164)

fixes #109722

homeassistant/components/hue/bridge.py

@@ -71,10 +71,11 @@ class HueBridge:
 
     async def async_initialize_bridge(self) -> bool:
         """Initialize Connection with the Hue API."""
+        setup_ok = False
         try:
             async with asyncio.timeout(10):
                 await self.api.initialize()
-
+            setup_ok = True
         except (LinkButtonNotPressed, Unauthorized):
             # Usernames can become invalid if hub is reset or user removed.
             # We are going to fail the config entry setup and initiate a new
@@ -95,6 +96,9 @@ class HueBridge:
         except Exception:  # pylint: disable=broad-except
             self.logger.exception("Unknown error connecting to Hue bridge")
             return False
+        finally:
+            if not setup_ok:
+                await self.api.close()
 
         # v1 specific initialization/setup code here
         if self.api_version == 1: