Fix unhandled exceptions in dsmr (#33601)

* reordered the clearing of the closed Event so it can stay set at the end and not
leave a task waiting on close

* fixed the side effect so it returns one TimeoutError and after that success
Previously it reached the end of the single item list and threw an exception

* fixed the error. it doesn't happen on python 3.7.5 but CI is on 3.7.0

* fixed comment