Design a clean shutdown for connectTo

One of the problems other teams have is that when they cancel a thread that runs a multiplexer it shows mux errors like this one:
```
[piotr-la:cardano.node.LocalErrorPolicy:Error:44] [2020-07-03 12:35:17.35 UTC] [String "ErrorPolicyUnhandledApplicationException (MuxError {errorType = MuxBearerClosed, errorMsg = \" closed when reading data, waiting on next header True\", errorStack = []})",String "ErrorPolicyTrace",String "LocalAddress {getFilePath = \"\"}"]
```

This pollutes test output. This could be done either by classifying errors better or expose a clean shutdown method.