Fix protocol validation: replace finally with else and store parsed int (#3965)

Co-authored-by: petyaslavova <petya.slavova@redis.com>

Author: bysiber

redis/asyncio/connection.py

@@ -245,10 +245,10 @@ def __init__(
             p = DEFAULT_RESP_VERSION
         except ValueError:
             raise ConnectionError("protocol must be an integer")
-        finally:
+        else:
             if p < 2 or p > 3:
                 raise ConnectionError("protocol must be either 2 or 3")
-            self.protocol = protocol
+            self.protocol = p
 
     def __del__(self, _warnings: Any = warnings):
         # For some reason, the individual streams don't get properly garbage

redis/connection.py

@@ -881,7 +881,7 @@ def __init__(
             p = DEFAULT_RESP_VERSION
         except ValueError:
             raise ConnectionError("protocol must be an integer")
-        finally:
+        else:
             if p < 2 or p > 3:
                 raise ConnectionError("protocol must be either 2 or 3")
                 # p = DEFAULT_RESP_VERSION