Tests in magicsock_test.go would routinely emit this warning: ## WARNING: (non-fatal) nil health.Tracker (being strict in CI): because they would run NewConn without initializing a health.Tracker. This patch initializes Conn correctly with a health.Tracker. It also fixes some missing Close calls that can be handled in t.Cleanup. Fixes #20263 Signed-off-by: Simon Law <sfllaw@tailscale.com>