add asyncio.gather() example; add connection opts

add asyncio.gather() example; add connection opts

while I dont like this approach very much, people will likely
be asking for it a lot, so represent the most correct and
efficient form we can handle right now.

Added missing ``**kw`` arguments to the
:meth:`_asyncio.AsyncSession.connection` method.

Change-Id: Idadae2a02a4d96ecb96a5723ce64d017ab4c6217
References: https://github.com/sqlalchemy/sqlalchemy/discussions/6965