Add coverage for preparing already closed connection

[Olegt0rr]

What do these changes do?

Add more coverage for existing code

Are there changes in behavior for the user?

No

Related issue number

There's no issue

Checklist

• [x] I think the code is well written
• [x] Unit tests for the changes exist
• [x] Documentation reflects the changes
• [x] Add a new news fragment into the CHANGES folder
  • name it <issue_id>.<type> (e.g. 588.bugfix)
  • if you don't have an issue_id change it to the pr id after creating the PR
  • ensure type is one of the following:
  • .feature: Signifying a new feature.
  • .bugfix: Signifying a bug fix.
  • .doc: Signifying a documentation improvement.
  • .removal: Signifying a deprecation or removal of public API.
  • .misc: A ticket has been closed, but it is not of interest to users.
  • Make sure to use full sentences with correct case and punctuation, for example: Fix issue with non-ascii contents in doctest text files.

[codecov[bot]]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (763056f) 99.52% compared to head (f50938a) 100.00%.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## master #421 +/- ## =========================================== + Coverage 99.52% 100.00% +0.47% =========================================== Files 4 4 Lines 424 439 +15 Branches 46 49 +3 =========================================== + Hits 422 439 +17 + Misses 1 0 -1 + Partials 1 0 -1 ```

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