Thanks for this report, however I cannot reproduce this issue with Python 3.6.9 and Django 2.2.8.
This can be a side effect of 934acf1126995f6e6ccba5947ec8f7561633c27f (ticket #29849), see a commit message:
The combination of those two fixes resulted in yet another problem:
HTTP/1.1 by default allows a client to assume that keep-alive is
supported unless the server disables it via 'Connection: close' -- see
RFC2616 8.1.2.1 for details on persistent connection negotiation. Now if
the client receives a response from Django without 'Connection: close'
and immediately sends a new request (on the same tcp connection) before
our server closes the tcp connection, it will error out at some point
because the connection does get closed a few milli seconds later.
but I don't think that there is anything we can improve in Django.