Ensure consumer sends leave request on close even if interrupted

While running some stress tests we found out consumers were not leaving the group if interrupted while closing (leading to members getting eventually fenced after the session expired). On close, the consumer generates an Unsubscribe event to be handled in the background, but we noticed that the network thread failed with the interruption, seemingly not sending the unsent requests. We should review this to ensure that a member does a clean leave, notifying the coordinator with a leave HB, even if in a fire-and-forget mode in the case of interruption (and validate the legacy consumer behaviour in this scenario).  (Still under investigation, I'll update more info as I discover it)