### _Why are the changes needed?_
### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible
- [ ] Add screenshots for manual tests if appropriate
- [ ] [Run test](https://kyuubi.readthedocs.io/en/master/develop_tools/testing.html#running-tests) locally before make a pull request
Closes#4545 from lightning-L/kyuubi-4523.
Closes#4523
2ee634cd5 [Tianlin Liao] modify conf description; add test case
12b930456 [Tianlin Liao] refer to HIVE-13415
c8a9db6a2 [Tianlin Liao] minor fix
9942d2515 [Tianlin Liao] move logic to SessionManager.closeSession
62b990b3e [Tianlin Liao] [KYUUBI #4523] support close engine session gracefully
Authored-by: Tianlin Liao <tiliao@ebay.com>
Signed-off-by: fwang12 <fwang12@ebay.com>