bpo-43921: Fix test_ssl.test_pha_required_nocert() (GH-26489)

Fix test_pha_required_nocert() of test_ssl: catch two more EOF cases
(when the recv() method returns an empty string).
(cherry picked from commit 320eaa7f42b413cd5e5436ec92d4dc5ba150395f)

Co-authored-by: Victor Stinner <vstinner@python.org>