Add FwdState close handler to pinned connections.

Add FwdState close handler to pinned connections.

Without a close handler, we will not notice when Server forcefully closed the
connection (e.g., when receiving a zero-size response due to a pconn race)
and, hence, will not retry the connection (or server an error), resulting in a
stuck client (e.g., again, when the server received a zero-size response).