Improve logging on clean disconnect failure

[bdraco]

• Use the name of the request type that was sent instead of the raw class as its more readable
• Adds some more missing coverage

[codecov]

Codecov Report

Merging #609 (60f4c15) into main (5a85c01) will increase coverage by 0.67%.
Report is 1 commits behind head on main.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main     #609      +/-   ##
==========================================
+ Coverage   76.05%   76.72%   +0.67%     
==========================================
  Files          14       14              
  Lines        2485     2488       +3     
==========================================
+ Hits         1890     1909      +19     
+ Misses        595      579      -16     

Files	Coverage Δ
aioesphomeapi/connection.py	81.47% <100.00%> (+3.72%)	⬆️

... and 1 file with indirect coverage changes

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