ccl/sqlproxyccl: TestProxyHandler_ValidateConnection failed

ccl/sqlproxyccl.TestProxyHandler_ValidateConnection [failed](https://mesolite.cluster.engflow.com/invocations/default/750f0caa-4ee5-465a-8ebb-7c09f5a7c59f?testReportRun=2&testReportShard=2&testReportAttempt=1#targets-Ly9wa2cvY2NsL3NxbHByb3h5Y2NsOnNxbHByb3h5Y2NsX3Rlc3Q=) on release-25.4.4-rc @ [dbd003b3d7fc8d1592e902729eae90aa8ef52644](https://github.com/cockroachdb/cockroach/commits/dbd003b3d7fc8d1592e902729eae90aa8ef52644):

```
=== RUN TestProxyHandler_ValidateConnection
test_log_scope.go:171: test logs captured to: outputs.zip/logTestProxyHandler_ValidateConnection2437279504
test_log_scope.go:82: use -show-logs to present logs inline
proxy_handler_test.go:139: -- test log scope end --
test logs left over in: outputs.zip/logTestProxyHandler_ValidateConnection2437279504
--- FAIL: TestProxyHandler_ValidateConnection (1.25s)
=== RUN TestProxyHandler_ValidateConnection/directory_error
proxy_handler_test.go:136:
Error Trace: pkg/ccl/sqlproxyccl/proxy_handler_test.go:136
Error: Expect "rpc error: code = Unavailable desc = error reading from server: EOF" to match "directory server has not been started"
Test: TestProxyHandler_ValidateConnection/directory_error
--- FAIL: TestProxyHandler_ValidateConnection/directory_error (0.01s)
```

Parameters:
- attempt=1
- race=true
- run=2
- shard=2
Help

See also: [How To Investigate a Go Test Failure \(internal\)](https://cockroachlabs.atlassian.net/l/c/HgfXfJgM)

/cc @cockroachdb/sqlproxy-prs

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Jira issue: CRDB-60158