winhttp: Also close the connection when there's nothing to read.

dlls/winhttp/request.c

@@ -1820,7 +1820,11 @@ static void drain_content( request_t *request )
     DWORD bytes_read;
     char buffer[2048];
 
-    if (!request->content_length) return;
+    if (!request->content_length)
+    {
+        finished_reading( request );
+        return;
+    }
     for (;;)
     {
         if (!read_data( request, buffer, sizeof(buffer), &bytes_read, FALSE ) || !bytes_read) return;