If an external http connection was not passed into the client, we
create one with a requests.Session() on our own. Once this is used,
it may still have an open socket when the connection is closed. We need
to handle the closing of the requests.Session() ourselves if we created
one. If you do not close it, a ResourceWarning may be reported about the
socket that is left open.
Change-Id: I200ad0cdc8b7999c3f5521b9a822122bd18714bf
Closes-Bug: #1838775
1f26c57369