Fix UB for unexpected EOF during HTTP query when filling a set

Fix UB in case of unexpected EOF during filling a set from HTTP query (i.e. if the client interrupted in the middle, i.e. timeout 0.15s curl -Ss -F '[email protected];' 'http://127.0.0.1:8123/?s_structure=key+Int&query=SELECT+dummy+IN+s' and with large enough t.csv). #32955 (Azat Khuzhin).