The test spawns several mongo shells using different connection strings using runMongoProgram (not startParallelShell, which calls startMongoProgram, so this won't be addressed by SERVER-33229). Starting a new shell involves connecting to the given connection string, and this will not have retry logic in this passthrough, so a stepdown can interrupt it and fail the test.
Changing runMongoProgram to retry connecting won't really add value to the retryable writes passthrough suite, so shell_connection_strings.js should be blacklisted from it instead.