fix(kds): call CloseSend and exit a goroutine when sync fails to start (backport of #7869)

[kumahq]

Automatic cherry-pick of #7869 for branch release-2.1

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cherry-picked commit 6e83b4a
⚠️ ⚠️ ⚠️ Conflicts happened when cherry-picking! ⚠️ ⚠️ ⚠️

On branch release-2.1
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	both modified:   pkg/kds/mux/client.go

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