[async client]: add notify_on_disconnect hook when the connection is closed

[niklasad1]

We already have an API for is_connected but I imagine it would be easier for folks to have future/callback that fires when the connection has been closed instead of polling this function in an async context.

So would nice neat to have an API:

/// Returns only if the connection has been disconnected.
///
/// Should be cancel-safe if possible
async fn notify_on_disconnect() { }