Currently, we open connections to the shards on mongoS in sharded_agg_helpers::dispatchShardPipeline() before the pipeline is executed.

The open connections are then passed to the DocumentSourceMergeCursors class which is supposed to 'own' them and kill remote cursors when necessary. I am not sure what happens with killing remote cursors before DocumentSourceMergeCursors is created.

In the context of SPM-4106, ideally, we only need to open shard connections when exec::agg::Pipeline is created, but this requires some refactoring in cluster_aggregation_planner code. This would simplify management of opened connections and also reduce the risk of leaking remote cursors.

This ticket partially depends on SPM-4106 results, but it is out of the projects scope.