Fix a couple of bugs in the asyncio implementation

Fix a couple of bugs in the asyncio implementation

Log an informative message if a connection is not closed
and the gc is reclaiming it when using an async dpapi, that
does not support running IO at that stage.

The ``AsyncAdaptedQueue`` used by default on async dpapis
should instantiate a queue only when it's first used
to avoid binding it to a possibly wrong event loop.

Fixes: #5823
Change-Id: Ibfc50e209b1937ae3d6599ae7997f028c7a92c33