Remote closing connection leads to unhandled exceptions in _sync

I just wanted to point out, that without an error callback, the current implementation of having listen_forever in a thread created by the library can lead to unhandled exceptions that cannot be intercepted.

Following traceback sometimes occurs during running my currently developed bridge software, which atm. lets matrix clients run with start_listener_thread() - it happens very occasionally. I only get a real palpable error later, when i try to send with one of those clients - so until then it does not get noticed. i can also provide more information, but i think this is a more general issue.
I also should mention, my client was connected via https externally

I am of course rewriting it to handle threading on my own anyway so it is not an issue for me i hope in the future - however documentation should probably point out problems like this to the user, so he can prepare or set a general exception handler, and maybe if you keep a "simple we do the threading" solution, an exception callback for the thread would also be a solution.

from pip:
`used package: matrix-client==0.3.2`

the error logged:
`matrix_client.client [ERROR]: Exception thrown during sync`

the traceback:
```traceback
Traceback (most recent call last):
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 600, in urlopen
chunked=chunked)
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 384, in _make_request
six.raise_from(e, None)
File "", line 2, in raise_from
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 380, in _make_request
httplib_response = conn.getresponse()
File "/usr/lib/python3.5/http/client.py", line 1198, in getresponse
response.begin()
File "/usr/lib/python3.5/http/client.py", line 297, in begin
version, status, reason = self._read_status()
File "/usr/lib/python3.5/http/client.py", line 266, in _read_status
raise RemoteDisconnected("Remote end closed connection without"
http.client.RemoteDisconnected: Remote end closed connection without response

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/myproject/directory/lib/python3.5/site-packages/requests/adapters.py", line 445, in send
timeout=timeout
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 638, in urlopen
_stacktrace=sys.exc_info()[2])
File "/myproject/directory/lib/python3.5/site-packages/urllib3/util/retry.py", line 367, in increment
raise six.reraise(type(error), error, _stacktrace)
File "/myproject/directory/lib/python3.5/site-packages/urllib3/packages/six.py", line 685, in reraise
raise value.with_traceback(tb)
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 600, in urlopen
chunked=chunked)
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 384, in _make_request
six.raise_from(e, None)
File "", line 2, in raise_from
File "/myproject/directory/lib/python3.5/site-packages/urllib3/connectionpool.py", line 380, in _make_request
httplib_response = conn.getresponse()
File "/usr/lib/python3.5/http/client.py", line 1198, in getresponse
response.begin()
File "/usr/lib/python3.5/http/client.py", line 297, in begin
version, status, reason = self._read_status()
File "/usr/lib/python3.5/http/client.py", line 266, in _read_status
raise RemoteDisconnected("Remote end closed connection without"
urllib3.exceptions.ProtocolError: ('Connection aborted.', RemoteDisconnected('Remote end closed connection without response',))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/myproject/directory/lib/python3.5/site-packages/matrix_client/api.py", line 670, in _send
verify=self.validate_cert
File "/myproject/directory/lib/python3.5/site-packages/requests/sessions.py", line 512, in request
resp = self.send(prep, **send_kwargs)
File "/myproject/directory/lib/python3.5/site-packages/requests/sessions.py", line 622, in send
r = adapter.send(request, **kwargs)
File "/myproject/directory/lib/python3.5/site-packages/requests/adapters.py", line 495, in send
raise ConnectionError(err, request=request)
requests.exceptions.ConnectionError: ('Connection aborted.', RemoteDisconnected('Remote end closed connection without response',))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/myproject/directory/lib/python3.5/site-packages/matrix_client/client.py", line 473, in listen_forever
self._sync(timeout_ms)
File "/myproject/directory/lib/python3.5/site-packages/matrix_client/client.py", line 555, in _sync
response = self.api.sync(self.sync_token, timeout_ms, filter=self.sync_filter)
File "/myproject/directory/lib/python3.5/site-packages/matrix_client/api.py", line 105, in sync
api_path=MATRIX_V2_API_PATH)
File "/myproject/directory/lib/python3.5/site-packages/matrix_client/api.py", line 673, in _send
raise MatrixHttpLibError(e, method, endpoint)
matrix_client.errors.MatrixHttpLibError: Something went wrong in GET requesting https://myproject.host/_matrix/client/r0/sync: ('Connection aborted.', RemoteDisconnected('Remote end closed connection without response',))
```

Start by reading matrix_client/client.py around listen_forever and _sync, then follow the sync request through matrix_client/api.py. Reproduce or trace the reported remote disconnect and determine the expected handling for background-thread exceptions; the issue is done only when that behavior and any user-facing guidance are clearly defined and covered.

Written by the indexing model from the issue text.