[http_client_conformance_tests] Add close behavior test

[Zekfad]

Coming from Zekfad/fetch_client#18

I've fixed issue on a client implementation end but it hints that there should be a test that closing client cleans up it and terminates associated connections.

Also this is mostly the same for recently merged #1191

[brianquinlan]

Great idea!

[Zekfad]

@brianquinlan is there any consensus for cancel behavior?
I have cancel capability in fetch_client (via response class) and currently it has unclear semantics: it can throw ClientException when transmitted data < content-lenght, and may complete normally if there are no content length.
Also same applies when client is closed.

Should I always eagerly throw ClientException when request is cancelled, including in progress requests that are cancelled as result of closing client?

And what semantics of existing implementations (xhr, cupertino, cronet)?