[SPARK-3089] Fix meaningless error message in ConnectionManager

Author: Kousuke Saruta <sarutak@oss.nttdata.co.jp>

Closes #2000 from sarutak/SPARK-3089 and squashes the following commits:

02dfdea [Kousuke Saruta] Merge branch 'master' of git://git.apache.org/spark into SPARK-3089
e759ce7 [Kousuke Saruta] Improved error message when closing SendingConnection

(cherry picked from commit cbfc26ba45f49559e64276c72e3054c6fe30ddd5)
Signed-off-by: Josh Rosen <joshrosen@apache.org>