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Ok, so this is a slightly annoying issue, but which isn't critical since there's a workaround (catch the AttributeError). Therefore I'm inclined not to change the behaviour in a bugfix release, for fear of regressions for people who are used to the workaround.
In 3.4, it makes sense to improve behaviour. I would propose the following: when self._sslobj is None, call getpeername() on the underlying socket, and let it raise, so that the user gets an appropriate exception for the situation (ENOTCONN mostly, but who knows?). If getpeername() doesn't raise, raise a ValueError instead (since it's akin to calling read() or fileno() on a closed file).
What do you think?