BUG:
### This is a pyzmq bug
- [x] This is a pyzmq-specific bug, not an issue of zmq socket behavior. Don't worry if you're not sure! We'll figure it out together.
### What pyzmq version?
27.1.0
### What libzmq version?
4.3.5
### Python version (and how it was installed)
3.12 via Python.org
### OS
Windows 11 x64
### What happened?
`zmq.zmq_errno()` returns 22 after creating a socket.
The example program produces the following output
```
ZMQ errno 0 No error
ZMQ errno 22 Invalid argument
```
The socket doesn't seem to be able to receive messages but it can send them. However, this could be unrelated to the error code.
### Code to reproduce bug
```python
import zmq
context = zmq.Context()
print(f"ZMQ errno {zmq.zmq_errno()} {zmq.strerror(zmq.zmq_errno())}")
socket = context.socket(zmq.DEALER)
print(f"ZMQ errno {zmq.zmq_errno()} {zmq.strerror(zmq.zmq_errno())}")
```
### Traceback, if applicable
```shell
```
### More info
_No response_
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