Clarify connection dropped message

Summary:
This brings our code more inline with Core per
https://github.com/bitcoin/bitcoin/pull/19219/commits/b691f2df5f7d443c0c9ee056ab94aa0fc19566d5#diff-9a82240fe7dfe86564178691cc57f2f1
which was backported prior to being merged upstream.

This change ensures the logs present a more accurate reason for the connecting being dropped.
Coincidentally, it makes the code easier to reason about.

Test Plan:
ninja check for sanity.
This code does not appear to have any explicit tests.

Reviewers: #bitcoin_abc, Fabien

Reviewed By: #bitcoin_abc, Fabien

Differential Revision: https://reviews.bitcoinabc.org/D6867