[repo] don't set cnxset when getting the session to close it
and avoid warning about that.
session._cnx.rollback won't do anything if it's not set and a newer connection
is now created to run the session_close hook, so there is not need to set
cnxset.
Notice we have to take care about not trying to rollback the underlying cnx when the
session is not 'session_handled' (i.e. bw compat mode). This case only occurs due
to hackish things to keep bw compat in testlib.