[session] gather close_cnx with get_cnx and set_cnx They do the same kind of operation and deserve to be grouped together.

[client-connection] remove the _srv_cnx usage It does not do anything special now that we use explicite Connection object with automatic cnx_set handling.

[client-connection] explicitly check that the client-connection is open The check is also perform by the _srv_cnx property. But we do not need those property anymore.