Fix for test_streaming_terminate
Summary: Sometimes a shutdown_server call happens so fast that it kills the messenger that shut it down. We already account for this in EphemeralApiClient.cleanup_server, add similar logic to this test.
Test Plan: BK
Reviewers: alangenfeld, max
Reviewed By: alangenfeld
Differential Revision: https://dagster.phacility.com/D4909