Close will close the underlying connection and wait until listen has
returned. While not strictly necessary in production use, this will fix
a few race conditions in our tests.
We only need to keep sessions that were closed locally, in order to
retransmit the CONNECTION_CLOSE packet. For sessions that were closed by
the peer, we don't need to wait for any more packets, and there's also
no CONNECTION_CLOSE to retransmit. The same applies for sessions that
were destroyed when receiving a Version Negotiation or a Retry packet.
