In order to understand what to do about this situation, you need to understand how a TCP connection is closed (see, e.g. this) and how the socket API relates to a clean shutdown (without fail, see this).
Your client is most likely calling close to terminate the connection. The problem with this is that there may be unread data in the socket receive queue or data arriving shortly from the other end that you will no longer be able to read, which is basically an error condition. To signal to the other end that data sent cannot be delivered to the receiving application, a reset is sent (well, technically, "SHOULD be sent" as per the RFC) and the TCP connection is abnormally terminated.
You might think that enabling SO_LINGER will help (many, many bits have been spilt over this so I won't elaborate further), but it won't solve the problem of unread data by the client causing the reset.
The client needs to instead call shutdown(SHUT_WR) to indicate that it is done sending, and then continue to call recv() until it reads 0 bytes indicating the other side is done sending. You may then call close().
Note that the Python 2 socket documentation states that
Depending on the platform, shutting down one half of the connection can also close the opposite half (e.g. on Mac OS X, shutdown(SHUT_WR) does not allow further reads on the other end of the connection).
This sounds like a bug to me. To get around this, you would have to send your cancel message, then keep reading until you get 0 bytes so that you know the server received the cancel message. You may then close the socket.
The Python 3.8 docs make no such disclaimer.