Only close DB connections when using threading

[RealOrangeOne]

Previously, connections would be closed when threading was disabled. If opening a connection isn't a cheap operation, this adds latency to both the healthcheck request and future requests processed by the worker.

[seanpar203]

Talking with Frank about this, will circle back.

[seanpar203]

Support for this was just merged into master.

[RealOrangeOne]

@seanpar203 I'm not sure that's true - looking at the code in master it still tries to close connections even when unthreaded?

[seanpar203]

@RealOrangeOne Sorry, I meant to put that in your other ticket about multiple DB support.