[Bug Fix] [seatunnel-connectors-v2][SFTP] Fix incorrect exception handling logic

[lucklilili]

Return cannot be used in a finally block. When a return in a finally block is returned, the method ends execution and the return statement in a try block will no longer be executed.

@#4719 (comment)

Purpose of this pull request

Fix Return cannot be used in a finally block. When a return in a finally block is returned, the method ends execution and the return statement in a try block will no longer be executed.

Check list

• Code changed are covered with tests, or it does not need tests for reason:
• If any new Jar binary package adding in your PR, please add License Notice according
  New License Guide
• If necessary, please update the documentation to describe the new feature. https://github.com/apache/incubator-seatunnel/tree/dev/docs
• If you are contributing the connector code, please check that the following files are updated:
  1. Update change log that in connector document. For more details you can refer to connector-v2
  2. Update plugin-mapping.properties and add new connector information in it
  3. Update the pom file of seatunnel-dist
• [] Update the release-note.

[Hisoka-X]

Good catch! LGTM

[zhilinli123]

Please check your CI @lucklilili
https://github.com/apache/incubator-seatunnel/actions/runs/4913075392/jobs/8777251678?pr=4720
You should do mvn spotless:apply To ensure that the code style is uniform

[lucklilili]

@zhilinli123 The mvn spotless: apply check CI has been executed and a new pull request has been submitted

[EricJoy2048]

LGTM, Please wait CI

[Hisoka-X]

@lucklilili Thanks!