test: add test for socket server returning 409

[filmaj]

⚠️ WIP!

Relates to https://github.com/slackapi/bolt-python/pull/1205

This test shows how, if the web socket server returns a 409 during the handshake, the client reports is_connected as True. I believe this is a bug.

This relates to the WIP PR for the node SDK's socket-mode library (https://github.com/slackapi/node-slack-sdk/pull/2099) which attempts to address https://github.com/slackapi/node-slack-sdk/issues/2094. My intention in these PRs in bolt-python and in the python-slack-sdk is to understand the behaviour of bolt-python and compare it to how bolt-js operates.