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