Support graceful shutdown on "auto conn" #255

Job	Run time
Check Style	11s
Test with Miri	40s
Check MSRV (1.63)	1m 15s
Test stable on ubuntu-latest	28s
features	45s
Test stable on windows-latest	2m 23s
Test stable on macOS-latest	57s
Test beta on ubuntu-latest	28s
Test beta on windows-latest	1m 11s
Test beta on macOS-latest	44s
Test nightly on ubuntu-latest	27s
Test nightly on windows-latest	1m 12s
Test nightly on macOS-latest	1m 9s
Build docs	23s
CI is green	1s
	12m 14s

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