> Not sure if we have to drop this warning, it enforces writing good code that controls all created resources lifecycle.

Right, maybe we add "transport.terminate()" as well?  Synchronously & immediately closing a transport is a valid use case. 

TBH I don't see why we absolutely must wait the "connection_lost" callback call.  I mean it would be reasonable to allow users to terminate the connection (even if it means that in some cases, like SSL, it won't be correctly closed) and not care about what happens to it next.