protocol: print error on protocol error

... I'm actually not sure this is right.  I wonder what the C bridge did
in this case...

src/cockpit/protocol.py

@@ -164,6 +164,9 @@ def close(self, exc: 'Exception | None' = None) -> None:
             return
         self._closed = True
 
+        if isinstance(exc, CockpitProblem):
+            self.write_control(exc.get_attrs())
+
         if self.transport:
             self.transport.close()