[socket] Compile the lookup and client link helpers only when required (#20002)

tests/components/socket/__init__.py

@@ -2,6 +2,7 @@
 # shadowing the stdlib module -- no test_*.py (Python-level) tests can live here.
 # required for cpp unit testing.
 import esphome.codegen as cg
+from esphome.components import socket as socket_component
 from tests.testing_helpers import ComponentManifestOverride
 
 
@@ -12,5 +13,7 @@ def override_manifest(manifest: ComponentManifestOverride) -> None:
     async def to_code_testing(config):
         await real_to_code(config)
         cg.add_define("USE_NETWORK_IPV6", True)
+        # The gtests link against the filtered helper files.
+        socket_component.require_tcp_client_link()
 
     manifest.to_code = to_code_testing