SqlConnection doesn't restore database in the new session if connection is lost

### Describe the bug
this issue doesn't happen all the time but if one connection (on master db) is used to run multiple queries and one of the queries is "Use [db name]", sometimes the query after this is executed in the master database

### To reproduce
1- Open SqlConnecion passing master db connection string
2- Create a command from the connection and set the command text from the list below, one by one and run command.ExecuteNonQuery()
CREATE DATABASE [$(DatabaseName)]

USE [$(DatabaseName)]

CREATE Table tb1 (c1 int)

3. I'm not sure what is causing the connection session to be lost, but what happens is, sometimes we see the application role created in the master database.

### Expected behavior
queries after "Use [db name]" should always executed in the db not master even if the connection is on the master database

### Further technical details
Microsoft.Data.SqlClient version: (6.1.3)
.NET target: .NET Framework 4.7.2 and .NET 8.0
SQL Server version: (e.g. SQL Server 2022)
Operating system: Windows Server 2022

**Additional context**
Add any other context about the problem here.