### _Why are the changes needed?_
To close#2859
### _How was this patch tested?_
- [x] Add some test cases that check the changes thoroughly including negative and positive cases if possible
- [ ] Add screenshots for manual tests if appropriate
- [x] [Run test](https://kyuubi.apache.org/docs/latest/develop_tools/testing.html#running-tests) locally before make a pull request
Closes#2875 from turboFei/kyuubi_2859_retry_delete.
Closes#2859
7908d827 [Fei Wang] revert commands related
23d357dc [Fei Wang] fix ut
76730014 [Fei Wang] print close resp first
76449dad [Fei Wang] support --conf
Authored-by: Fei Wang <fwang12@ebay.com>
Signed-off-by: ulysses-you <ulyssesyou@apache.org>
57e3733413