By doing `@connection = nil` that means that we need nil checks before it
is used anywhere, but we weren't doing those checks.  Instead, we get a
NoMethodError after using a connection after it fails to reconnect.

Neither of the other adapters set @connection to nil, just the mysql2
adapter. By just closing it, we avoid the need to check if we have a
connection object and it will produce an appropriate exception when used.