This line can close the connection before the response has finished reading from it:

https://github.com/splunk/splunk-sdk-python/blob/master/splunklib/binding.py#L1341

This happens when the connection has kept a reference to the response:

https://hg.python.org/cpython/file/v2.7.5/Lib/httplib.py#l782

The conditions under which this case happen are covered by the code in HTTPResponse.begin (look for will_close):

https://hg.python.org/cpython/file/v2.7.5/Lib/httplib.py#l402

The connection should not be closed in this way.