Address URLConnectionTest post-commit review comments

This change addresses some post-commit review comments for
commit 44c55c5b:
* Moved SocketTimeoutException into a separate test.
* Added more infomative comments regarding setDelay.
* Reduced method visibility, being public method is unnecessary.

Bug: 32363029
Test: URLConnectionTest#test_setReadTimeoutI_SocketTimeoutException
Change-Id: Ia13ba801cfa6e06fc7597f4f665fa2d002b688e1