Session is not set in object if connection fails, which raises 'AttributeError' on del (#746) #3096

Job	Run time
Unit Tests + Kernel (Python 3.13)	2m 32s
check-linting (3.11)	18s
check-linting (3.10)	20s
Unit Tests + Kernel (Python 3.14)	2m 29s
check-linting (3.12)	19s
Unit Tests + Kernel (Python 3.10)	2m 45s
Unit Tests + Kernel (Python 3.12)	2m 30s
check-linting (3.13)	21s
check-types (3.13)	21s
check-linting (3.14)	19s
Unit Tests + PyArrow (Python 3.10, default deps)	2m 28s
check-types (3.11)	19s
Unit Tests (Python 3.14, default deps)	2m 1s
check-types (3.14)	20s
Unit Tests (Python 3.11, min deps)	1m 56s
check-types (3.10)	20s
Unit Tests + PyArrow (Python 3.11, min deps)	2m 29s
Unit Tests (Python 3.12, default deps)	2m 0s
Unit Tests + PyArrow (Python 3.11, default deps)	2m 48s
Unit Tests (Python 3.13, default deps)	1m 59s
Unit Tests (Python 3.10, default deps)	1m 56s
Unit Tests (Python 3.14, min deps)	1m 57s
Unit Tests (Python 3.10, min deps)	1m 56s
check-types (3.12)	20s
Unit Tests (Python 3.11, default deps)	1m 56s
Unit Tests + PyArrow (Python 3.13, default deps)	2m 34s
Unit Tests + PyArrow (Python 3.14, default deps)	2m 48s
Unit Tests + PyArrow (Python 3.10, min deps)	2m 36s
Unit Tests + PyArrow (Python 3.14, min deps)	2m 54s
Unit Tests + PyArrow (Python 3.12, default deps)	2m 27s
Unit Tests + Kernel (Python 3.11)	2m 27s
	52m 45s

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