Impossible to configure keep-alive in Sentry-Java

### Problem Statement

In Sentry-Java, it doesn’t seem possible to configure HTTP keep-alive. When the SDK sends data to the collector, it explicitly sets the Connection: close header ([source](https://github.com/getsentry/sentry-java/blob/main/sentry/src/main/java/io/sentry/transport/HttpConnection.java#L133)).

Because of this forced behavior, the SDK establishes a new connection for every request, which could introduce unnecessary overhead under high load.

Is there a specific reason why keep alive is disabled? The code that disables it seems to be written at least four years ago.

Other Sentry SDKs — like the one for Python — provide options to enable keep-alive ([docs](https://docs.sentry.io/platforms/python/configuration/options/#keep_alive)).

### Solution Brainstorm

- Introduce keep alive option to Sentry-java.