Remove ConsumeOnClose and add test

@aledsage Thank you for the reference.  I understand this technote to mean that closing an unconsumed `InputStream` will force close the underlying HTTP connection, losing some performance for subsequent requests.  We should only do this in unusual situations like aborting a `getBlob` operation and it appears that JDK 6 works around this for smaller (512 KB) payloads anyway.  Given that we must consider aborting larger, multi-gigabyte payloads and the interaction with finalization, I plan to commit this tomorrow unless someone objects.