Session is not set in object if connection fails, which raises 'AttributeError' on del (#746) #3092

Job	Run time
Unit Tests + PyArrow (Python 3.11, default deps)	2m 39s
check-linting (3.11)	19s
Unit Tests + PyArrow (Python 3.13, default deps)	2m 35s
Unit Tests + Kernel (Python 3.11)	2m 27s
Unit Tests + Kernel (Python 3.10)	2m 34s
Unit Tests (Python 3.11, min deps)	1m 57s
check-linting (3.10)	19s
Unit Tests (Python 3.14, default deps)	1m 59s
Unit Tests (Python 3.13, default deps)	1m 59s
check-types (3.11)	20s
Unit Tests + PyArrow (Python 3.14, default deps)	2m 31s
check-types (3.12)	19s
check-linting (3.12)	20s
check-types (3.10)	20s
Unit Tests (Python 3.14, min deps)	1m 59s
check-types (3.13)	20s
check-linting (3.14)	21s
check-types (3.14)	21s
check-linting (3.13)	18s
Unit Tests + Kernel (Python 3.14)	2m 42s
Unit Tests + Kernel (Python 3.13)	2m 33s
Unit Tests (Python 3.10, default deps)	1m 59s
Unit Tests (Python 3.12, default deps)	1m 59s
Unit Tests + PyArrow (Python 3.14, min deps)	2m 31s
Unit Tests + PyArrow (Python 3.11, min deps)	2m 23s
Unit Tests + Kernel (Python 3.12)	2m 29s
Unit Tests (Python 3.11, default deps)	1m 57s
Unit Tests + PyArrow (Python 3.12, default deps)	2m 28s
Unit Tests + PyArrow (Python 3.10, min deps)	2m 40s
Unit Tests (Python 3.10, min deps)	1m 58s
Unit Tests + PyArrow (Python 3.10, default deps)	2m 30s
	52m 6s

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