Refs #16614 -- Prevented database errors from being masked by cursor close.

When an error occurred during the cursor.execute statement, the cursor
is closed. This operation did not fail with client-side cursors. Now,
with server-side cursors, the close operation might fail (example
below). The original error should be raised, not the one raised by
cursor.close(), this is only clean-up code.

For example, one can attempt to create a named cursor for an invalid
query. psycopg will raise an error about the invalid query and the
server-side cursor will not be created on PostgreSQL. When the code
attempts to cursor.close(), it asks psycopg to close a cursor that was
not created. pyscopg raises a new error: psycopg2.OperationalError:
cursor "_django_curs_140365867840512_20" does not exist.

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