Clarify the exception message when using a closed session

[jt2594838]

Session used to throw an NPE when it is invoked, but not opened, which is changed to an IoTDBConnectionException in this PR.

[sonarqubecloud[bot]]

Quality Gate failed

Failed conditions
12.6% Duplication on New Code (required ≤ 5%)

See analysis details on SonarQube Cloud

[codecov[bot]]

Codecov Report

Attention: Patch coverage is 60.16260% with 49 lines in your changes missing coverage. Please review.

Project coverage is 39.12%. Comparing base (5cb3881) to head (5c5cf3c). Report is 4 commits behind head on master.

Files with missing lines	Patch %	Lines
...rc/main/java/org/apache/iotdb/session/Session.java	65.17%	39 Missing :warning:
...on/consumer/base/AbstractSubscriptionProvider.java	0.00%	7 Missing :warning:
...va/org/apache/iotdb/session/SessionConnection.java	33.33%	2 Missing :warning:
...ssion/subscription/SubscriptionSessionWrapper.java	0.00%	1 Missing :warning:

Additional details and impacted files

@@             Coverage Diff              @@
##             master   #15811      +/-   ##
============================================
- Coverage     39.12%   39.12%   -0.01%     
  Complexity      198      198              
============================================
  Files          4837     4837              
  Lines        314717   314734      +17     
  Branches      39505    39505              
============================================
- Hits         123139   123133       -6     
- Misses       191578   191601      +23     

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