bpo-35602: Make sure the transport is always closed in SelectorEventLoopUnixSockSendfileTests (GH-11338)

There is a race condition in SelectorEventLoopUnixSockSendfileTests that causes the prepare() method return a non connected server protocol, making the cleanup() method skips the correct handling of the transport. This commit makes prepare() always return a connected server protocol that can always be cleaned up correctly.