I also have the same problem with pt-query-digest 3.5.1, but i found that i got that error if i have a connection to mysql directly from the server like mysql -u root -h127.0.0.1 -P 3006 -p, that connection i found in the netstat was TCP6, so i kill that conecction i re-run i problem solved.
I still get this error today.
I still get this error today.