The documentation for DBI is really good. I do recommend that you read it. In this case the documentation for the finish method goes into some detail about when you should call it and when you should not and the advantages and disadvantages of both.
Also, what you have encountered on disconnection is not an error. It is a warning. You might think these 2 terms mean the same thing but they do not. See Re: Warnings vs. Errors. Warnings are good because they alert you to situations (such as disconnecting while there are active statement handles) which could be indicative of other problems.