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Transfering ownership through multiple layers of function calls is
complicated, because every layer must ensure that it either unrefs
the connection or passes it to another function that takes ownership.

Just don't do that. Whoever wants to keep a reference on the connection,
should take it.

Also, note that the destination of the connection is eventually
nm_connection_editor_new(). But nm_connection_editor_new() doesn't take
over the reference, it keeps the connection by taking an additional
reference. I think we just leaked the connection there.

Also, make the connection argument optional where it is not needed.
That is necessary, because note how vpn_connection_new() behaves
differently whether we pass in a connection or not.