[release/2.1] Remove throw in exception handling of dispose

[yukiwongky]

Back port a fix from Microsoft.Data.Sqlclient issue #20. Recent issues: https://github.com/dotnet/corefx/issues/42586

The same PR #42457 is already merged on master branch.

2.1 Servicing:

Summary

User gets System.IO.IOException: Unable to write data to the transport connection: Broken pipe.
with or without MARS enabled

Customer Impact

Users using older verions of EFCore (< 3.0) cannot use Microsoft.Data.SqlClient. They need this change in order to not get the Unable to write data to the transport connection: Broken pipe error intermittently.

This has recently been escalated by the field, working with an ISV customer. Have not yet verified the version they are deployed on.

Also there's several recent customer reports - about 8 distinct reports in the linked issue eg
dotnet/SqlClient#20 (comment)
dotnet/SqlClient#20 (comment)
Most of these customers seem to be on 2.2, not 2.1.

Regression?

No, this exist in 2.0 as well.

Risk

Low: The code change is already in Microsoft.Data.SqlClient, and users have reported the fix works for them.

[danmoseley]

@yukiwongky , please edit the top post to add a template similar to the one here #42482 (comment)
Then set servicing-consider label.
Note, the 2.1 bar is much higher -- as this is an LTS release, we aim to keep it stable. We would need evidence of significant customer problems without a good workaround.

[danmoseley]

@yukiwongky / @cheenamalhotra is there a customer escalated issue through support? If not this may go only into 3.1.

[cheenamalhotra]

We have customer cases here:
dotnet/SqlClient#20 (comment)
dotnet/SqlClient#20 (comment)

(Many others in the same thread)

[danmoseley]

This should go into only 2.1 and 3.1. (2.2 and 3.0 will be shortly out of support)

[danmoseley]

@Anipik is it OK to merge this? for 2.1.16

@cheenamalhotra this is also approved for 3.1. (Not 2.2 or 3.0). Please go ahead and create a PR for 3.1 if there isn't one, and check with @Anipik when it's OK to merge. Consider it approved.

[vivmishra]

Moved to Mar as per Tactics. Will need to be explicitly approved for Feb, if required.

[danmoseley]

Moved back to 2.1.16 per tactics.