Add `Keep-Alive` header if `keep_alive` is on

If `keep_alive` is set to `True`, we currently set [a bunch of TCP socket options](https://github.com/getsentry/sentry-python/blob/e6ca5a28dd139097ad7c8cb468e0b9232185b728/sentry_sdk/transport.py#L41-L52). There are also respective HTTP [headers](https://developer.mozilla.org/en-US/docs/Web/HTTP/Connection_management_in_HTTP_1.x#persistent_connections) ([`Connection`](https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Connection) and [`Keep-Alive`](https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Keep-Alive)) that we don't set.

Apparently HTTP/1.1 [keeps](https://developer.mozilla.org/en-US/docs/Web/HTTP/Connection_management_in_HTTP_1.x#persistent_connections) connections open by default and the `Connection` header is not needed. However, a reasonable `Keep-Alive` that is in line with the timeout in the socket options would be good to add.