While sending very large messages (far beyond what fits in a the tcp
buffer, so it takes multiple sendto system calls for it to finish),
zmq_close will close the connection regardless of ZMQ_LINGER.

In case no engine is attached, a pipe->check_read() is needed to look
for the delimiter in the pipe and ultimately trigger the pipe
termination.

However, if there *is* an engine attached, the check_read() looks ahead
and finds the delimiter and terminates the connection even though the
engine might actually still be in the middle of sending a message.

This happens because while the io_thread is still busy sending the data,
the pipe can get terminated and the io thread ends up being terminated.