materialize-sql: close client in Validate

[mdibaiee]

Description:

• We previously applied this change of short-lived database connections elsewhere in the connector, but we got reports that they still see leftover connections sometimes. I found that we had this case where we would open a connection in Validate as part of initialising the client, but we were not closing it.
• Decreased file upload concurrency until staging put: stream file uploads instead of loading all to memory databricks/databricks-sql-go#197 is merged
  Workflow steps:

(How does one use this feature, and how has it changed)

Documentation links affected:

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This change is 

[williamhbaker]

LGTM

It would not seem unreasonable to me to lower the uploadConcurrency down to 1 just to be sure we don't still get OOMs until the proper fix is merged, but if 3 works that's fine too.