Remove a goroutine when creating a proxy client (#21904)

Signed-off-by: Nsunby <bingyi.sun@zilliz.com>
Co-authored-by: Nsunby <bingyi.sun@zilliz.com>

internal/rootcoord/proxy_client_manager.go

@@ -88,7 +88,7 @@ func (p *proxyClientManager) AddProxyClient(session *sessionutil.Session) {
 		return
 	}
 
-	go p.connect(session)
+	p.connect(session)
 }
 
 // GetProxyCount returns number of proxy clients.