changelog entry is missing, I will add it shortly

Unfortunately, I wasn't able to repro this locally, so I can't verify that the change fixes the issue. However, based on your description of the issue, I buy that this fixes it.

I was briefly concerned that this could cause a race where an in-flight request that could complete in theory would not return -- but, if we're closing connections, any such requests would already be doomed to fail, right?

If that's the case, I'm +1 if you add a short comment noting that the conn.close() loop will error any in-flight requests and allow the asyncore dispatchers to be cleaned up.

Indeed, at this point, all requests are already doomed anyway.