[Bug]: A new thread is created but not released each time the connections.connect() is failed

[yhmo]

Is there an existing issue for this?

• I have searched the existing issues

Describe the bug

Stop milvus server, and use this snippet to reproduce:

while True:
    try:
        print("thread count:", threading.active_count())

        connections.connect(host='127.0.0.1', port='19530')
        break
    except MilvusException as ex:
        print(ex)

The thread count will continue to increase. Reproducible on all versions of pymilvus.

milvus-io/milvus#39913

Expected Behavior

No response

Steps/Code To Reproduce behavior

Environment details

- Hardware/Softward conditions (OS, CPU, GPU, Memory):
- Method of installation (Docker, or from source):
- Milvus version (v0.3.1, or v0.4.0):
- Milvus configuration (Settings you made in `server_config.yaml`):

Anything else?

No response

[XuanYang-cn]

/assign @yhmo