It doesn't drop it, it's just not persistent on reload, isn't that what you mean? Actually dropping a connection mid-request is something I haven't seen nginx (or indeed Apache) do for many years despite doing some weird things with it.

I can see where you're coming from, but it's not unreasonable behaviour, is it? Connections needs to migrated over to the new worker and that's how all major servers do it. If that's a problem then maybe something designed as proxy only instead of a real server is the way to go?