[KYUUBI #2571] Release connection to prevent the engine leak

### _Why are the changes needed?_

close #2571

### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible

- [ ] Add screenshots for manual tests if appropriate

- [ ] [Run test](https://kyuubi.apache.org/docs/latest/develop_tools/testing.html#running-tests) locally before make a pull request

Closes #2574 from cfmcgrady/kyuubi-2571.

Closes #2571

21c22c6 [Fu Chen] address comment
46911ed [Fu Chen] release connection to prevent the engine leak

Authored-by: Fu Chen <cfmcgrady@gmail.com>
Signed-off-by: Fei Wang <fwang12@ebay.com>

Author: cfmcgrady

kyuubi-server/src/test/scala/org/apache/kyuubi/operation/KyuubiOperationPerConnectionSuite.scala

@@ -136,10 +136,15 @@ class KyuubiOperationPerConnectionSuite extends WithKyuubiServer with HiveJDBCTe
       val connection = driver.connect(jdbcUrlWithConf, new Properties())
 
       val stmt = connection.createStatement()
-      stmt.execute("select engine_name()")
-      val resultSet = stmt.getResultSet
-      assert(resultSet.next())
-      assert(resultSet.getString(1).nonEmpty)
+      try {
+        stmt.execute("select engine_name()")
+        val resultSet = stmt.getResultSet
+        assert(resultSet.next())
+        assert(resultSet.getString(1).nonEmpty)
+      } finally {
+        stmt.close()
+        connection.close()
+      }
     }
 
     withSessionConf(Map.empty)(Map.empty)(Map(
@@ -148,10 +153,15 @@ class KyuubiOperationPerConnectionSuite extends WithKyuubiServer with HiveJDBCTe
       val connection = driver.connect(jdbcUrlWithConf, new Properties())
 
       val stmt = connection.createStatement()
-      stmt.execute("select engine_name()")
-      val resultSet = stmt.getResultSet
-      assert(resultSet.next())
-      assert(resultSet.getString(1).nonEmpty)
+      try {
+        stmt.execute("select engine_name()")
+        val resultSet = stmt.getResultSet
+        assert(resultSet.next())
+        assert(resultSet.getString(1).nonEmpty)
+      } finally {
+        stmt.close()
+        connection.close()
+      }
     }
   }