nicely close connection to avoid warnings

[jangorecki]

Fixes

# Benchmark run 1690118762 started
Warning messages:
1: duckdb_finalize_connection_R: Connection is garbage-collected, use dbDisconnect() to avoid this. 
2: duckdb_finalize_database_R: Database is garbage-collected, use dbDisconnect(con, shutdown=TRUE) or duckdb::duckdb_shutdown(drv) to avoid this. 
Warning messages:
1: Connection is garbage-collected, use dbDisconnect() to avoid this. 
2: Database is garbage-collected, use dbDisconnect(con, shutdown=TRUE) or duckdb::duckdb_shutdown(drv) to avoid this. 
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