Long-lived UDP "connections" i.e. interactions that involve more
than one request and response are rare, most are transactional:
response is sent and the "connection" is closed. Or - should be.
But users (including ourselves) tend to forget about that part,
because UDP is connectionless and one does not think about
processing a UDP request as handling a connection that needs to be
closed. Thus, we begin with SEND_AND_CLOSE flag set, which should
be a reasonable default for most use cases, but it is possible to
turn it off the connection should be kept alive after processing.

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