Support graceful shutdown on "auto conn" #224

Job	Run time
Check Style	5s
Test with Miri	44s
features	34s
Check MSRV (1.63)	4m 17s
Test stable on ubuntu-latest	23s
Test stable on windows-latest	2m 9s
Test stable on macOS-latest	48s
Test beta on ubuntu-latest	27s
Test beta on windows-latest	1m 0s
Test beta on macOS-latest	44s
Test nightly on ubuntu-latest	31s
Test nightly on windows-latest	1m 6s
Test nightly on macOS-latest	47s
Build docs	19s
CI is green	1s
	13m 55s

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