fix(python): Do not close connection just because we're not returning Arrow data in batches

[alexander-beedie]

Fixes some CI failures, following a kuzu version update that exposed an error.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 80.92%. Comparing base (222216a) to head (0a7a305).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main   #16031      +/-   ##
==========================================
+ Coverage   80.91%   80.92%   +0.01%     
==========================================
  Files        1385     1385              
  Lines      178244   178242       -2     
  Branches     3050     3050              
==========================================
+ Hits       144229   144249      +20     
+ Misses      33526    33505      -21     
+ Partials      489      488       -1     

Flag	Coverage Δ
python	74.43% <ø> (+0.02%)	⬆️
rust	78.14% <ø> (+0.01%)	⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.