Relates to issue #34731.
In case of a socket timeout in an RPC request, the exception is raised by the authproxy class without closing the http connection. This results in RPCs in the cleanup functions to not be called that results in http.client.CannotSendRequest exceptions.
It can be tested by manually throwing a socket timeout exception from the authproxy class _get_response function. Without the close function call, the http.client.CannotSendRequest exception is thrown in case any RPC is called after the timeout, whereas with the close function call, all the follow-up RPCs can be successfully called.