hold cancel session (#6750)

## Problem

In a recent refactor, we accidentally dropped the cancel session early

## Summary of changes

Hold the cancel session during proxy passthrough

proxy/src/proxy.rs

@@ -331,6 +331,7 @@ pub async fn handle_client<S: AsyncRead + AsyncWrite + Unpin>(
         compute: node,
         req: _request_gauge,
         conn: _client_gauge,
+        cancel: session,
     }))
 }