Test SSE connections are not leaked

[BrunoQuaresma]

Recently, we had an issue related to SSE connections leaked causing some overload in the API. It was fixed by #479, but we want to be sure this is not going to happen again. Since the test for this scenario is not trivial, we decided to create this follow-up issue.

After putting some thoughts on this, a good approach for testing could be having an integration test that would spin up a simple http server with an SSE endpoint, and use this custom streaming implementation to connect and disconnect the agent a few times, and see how many connections are still live. Keep in mind this is only one possibility, if you find a better, and easy way to test, please feel free to use it.