It's not enough to know if the connection will be in CLOSE or TUNNEL mode,
we still need to know whether we want to read a full message to a known
length or read it till the end just as in TUNNEL mode. Some updates to the
RFC clarify slightly better the corner cases, in particular for the case
where a non-chunked encoding is used last.
Now we also take care of adding a proper "connection: close" to messages
whose size could not be determined.