For some errors it seems it does create the php_errormsg with xdebug enabled.

ea.

doesn't create $php_errormsg - but should with error: fsockopen() expects at least 1 parameter, 0 given
<?php
fsockopen();
?>

creates proper $php_errormsg if connection fails to port 5000 because its closed - error: unable to connect to localhost:5000 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.
)
<?php
fsockopen( 'localhost', 5000, $errno, $errstr, 2 );
?>

Fixed in CVS, thanks for the report!