[FSTORE-1572] Add finalizer to Connection

[aversey]

JIRA Issue: FSTORE-1572

Priority for Review: -

Related PRs: -

How Has This Been Tested?

• Unit Tests
• Integration Tests
• Manual Tests on VM

Checklist For The Assigned Reviewer:

- [ ] Checked if merge conflicts with master exist
- [ ] Checked if stylechecks for Java and Python pass
- [ ] Checked if all docstrings were added and/or updated appropriately
- [ ] Ran spellcheck on docstring
- [ ] Checked if guides & concepts need to be updated
- [ ] Checked if naming conventions for parameters and variables were followed
- [ ] Checked if private methods are properly declared and used
- [ ] Checked if hard-to-understand areas of code are commented
- [ ] Checked if tests are effective
- [ ] Built and deployed changes on dev VM and tested manually
- [x] (Checked if all type annotations were added and/or updated appropriately)