Ensure consistent Connection header value

[mattbearman]

Depending on how you start a connection, the Connection header may be unexpectedly set to close

Creating a new instance of Net::HTTP and then calling its request method (or any of its methods that call request, eg: get) will first set the Connection header to close (if it's not already set), then start the connection, and re-call itself

Where as initiating a request with class methods, or by manually starting a connection before calling request will not set the Connection header

As the default connection in HTTP 1.1 is keep-alive, having the Connection header silently set to close is unexpected

Examples:

uri = URI('https://example.com/test')

http = Net::HTTP.new(uri.host, uri.port)
http.use_ssl = true
req = Net::HTTP::Get.new(uri.path)
req['connection'] # => nil
res = http.request(req)
req['connection'] # => 'close'

http = Net::HTTP.new(uri.host, uri.port)
http.use_ssl = true
http.start
req = Net::HTTP::Get.new(uri.path)
req['connection'] # => nil
res = http.request(req)
req['connection'] # => nil

From what I can see this functionality was added 24 years ago when implicit starts to GET and HEAD requests were introduced. Not long later the shortcut class methods (eg: Net::HTTP.get) were added, which called start as part of the method body, bypassing the implicit start therefore not setting the Connection: close header, creating inconsistent behaviour

This PR stops the Connection header from being set to close when calling request without an open connection, as that matches the behaviour of the more commonly used class methods, as well as allowing the HTTP 1.1 default of keep-alive to be used unless the Connection header is explicitly set