There isn't anything special about a failed transaction compared to any other transaction that you leave open.
Now I’m curious. Does it have the same impact on performance that an idle in transaction connection has? Eg does it prevent vacuum? Does it still hold locks?
Absent documentation to the contrary I would expect the system to at best be in an idle-in-transaction state as-if the failed command never was executed. The concept of savepoints, whether in use in a particular transaction, would require at least that much state be preserved.
