Fix obscure HTTP CONNECT goroutine leak

[jveski]

The connection chan is not closed for DIAL_RSP, which means http handler goroutines stall if the agent fails to dial. This probably went unnoticed because the client connections close as expected and it takes a very long time for enough goroutines to pile up and consume noticeable resources.

To reproduce, just generate a few thousand connections through the tunnel while watching the go_goroutines metric.

[k8s-ci-robot]

Hi @jveski. Thanks for your PR.

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[jveski]

@cheftako your comments have been addressed - please re-review whenever you're able

[cheftako]

/ok-to-test

[jveski]

@jkh52 @cheftako

[cheftako]

/lgtm
/approve

[k8s-ci-robot]

[APPROVALNOTIFIER] This PR is APPROVED

This pull-request has been approved by: cheftako, jveski

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