Adding an assertion to ensure we record a 'close' when we shut down

[sburmanoctopus]

[SC-55388]

Background

Fixing suggestions made on this PR

Results

Related to https://github.com/OctopusDeploy/Issues/issues/8266

How to review this PR

Quality :heavy_check_mark:

Pre-requisites

• [ ] I have read How we use GitHub Issues for help deciding when and where it's appropriate to make an issue.
• [ ] I have considered informing or consulting the right people, according to the ownership map.
• [ ] I have considered appropriate testing for my change.

[shortcut-integration[bot]]

This pull request has been linked to Shortcut Story #55388: Ensure we log rejected new TCP connections to server.