Fix an issue tsh db connect <mongodb> does not give reason on connection errors

[greedy52]

Fixes #34093

Before fix:

$ tsh db connect --db-user not-steve --db-name test self-hosted-mongo-auto
Current Mongosh Log ID:	654956105af843c72720ee2a
Connecting to:		mongodb://localhost:65358/test?serverSelectionTimeoutMS=5000&directConnection=true&tls=true&tlsCertificateKeyFile=%2FUsers%2Fstevehuang%2F.tsh%2Fkeys%2Fteleport.dev.aws.stevexin.me%2FSTeve-db%2Fteleport.dev.aws.stevexin.me%2Fself-hosted-mongo-auto-x509.pem&tlsCAFile=%2FUsers%2Fstevehuang%2F.tsh%2Fkeys%2Fteleport.dev.aws.stevexin.me%2Fcas%2Fteleport.dev.aws.stevexin.me.pem&appName=mongosh+2.0.2
MongoServerSelectionError: connection <monitor> to 127.0.0.1:65358 closed

After fix:

$ tsh db connect --db-user not-steve --db-name test self-hosted-mongo-auto
Current Mongosh Log ID:	654955e278da97e72cc46f5e
Connecting to:		mongodb://localhost:65322/test?serverSelectionTimeoutMS=5000&directConnection=true&tls=true&tlsCertificateKeyFile=%2FUsers%2Fstevehuang%2F.tsh%2Fkeys%2Fteleport.dev.aws.stevexin.me%2FSTeve-db%2Fteleport.dev.aws.stevexin.me%2Fself-hosted-mongo-auto-x509.pem&tlsCAFile=%2FUsers%2Fstevehuang%2F.tsh%2Fkeys%2Fteleport.dev.aws.stevexin.me%2Fcas%2Fteleport.dev.aws.stevexin.me.pem&appName=mongosh+2.0.2
MongoServerSelectionError: error authorizing database access
	please use your Teleport username ("STeve") to connect instead of "not-steve"

changelog: Fix an issue tsh db connect <mongodb> does not give reason on connection errors

[public-teleport-github-review-bot]

@greedy52 See the table below for backport results.

Branch	Result
branch/v12	Failed
branch/v13	Failed
branch/v14	Create PR