This fixes an issue where the connection would be closed after only a partial body read. The RoundTripper would close the conn before returning the response which included a partially buffered body. This would actually work for short responses, since the backing bufio would do a partial read, but would fail on all but the shortest responses.

Normally connection lifecycle is handled outside the realm of the `RoundTripper`, but for our purposes we don't want to re-use connections. Since it is a requirement that all response bodies be closed, we can piggy-back on top of that to ensure the connection is closed.

Fixes elastic#8588