"give up connection after every query" is, IMO, not _less_ of a footgun, but a _more subtle_ footgun. That is to say, sure, for the most part, it will work ok.
_But when it doesn't_... like when your database goes down for a couple hours, or your rack loses network, or your proxy to whatever cloud provider is running your database, or maybe some other dependency had an outage between the queries... you end up not really knowing what executed and what didn't, with some fraction of your 10k req/sec leaving behind some dangling state -- a partially processed $whatsit -- and no clear/easy way to fix it or even necessarily identify how many $whatsits were affected. At least a few times, I've needed to either wait until records make their way into some OLAP system for offline analysis, or deploy some fixup code, or emulate either/both to fix stuff up after something weird happens.
At least that's what I am constantly afraid of. Do you also worry about this kind of stuff? If not, what prevents it from being a problem in your environment?
Signed,
The guy constantly badgering seemingly everyone about minding their transaction boundaries.